My approach designates one domain as the 'central' domain and any others as 'satellite' domains.
When someone clicks a 'sign in' link (or presents a persistent login cookie), the sign in form ultimately sends its data to a URL that is on the central domain, along with a hidden form element saying which domain it came from (just for convenience, so the user is redirected back afterwards).
This page at the central domain then proceeds to set a session cookie (if the login went well) and redirect back to whatever domain the user logged in from, with a specially generated token in the URL which is unique for that session.
The page at the satellite URL then checks that token to see if it does correspond to a token that was generated for a session, and if so, it redirects to itself without the token, and sets a local cookie. Now that satellite domain has a session cookie as well. This redirect clears the token from the URL, so that it is unlikely that the user or any crawler will record the URL containing that token (although if they did, it shouldn't matter, the token can be a single-use token).
Now, the user has a session cookie at both the central domain and the satellite domain. But what if they visit another satellite? Well, normally, they would appear to the satellite as unauthenticated.
However, throughout my application, whenever a user is in a valid session, all links to pages on the other satellite domains have a ?s or &s appended to them. I reserve this 's' query string to mean "check with the central server because we reckon this user has a session". That is, no token or session id is shown on any HTML page, only the letter 's' which cannot identify someone.
A URL receiving such an 's' query tag will, if there is no valid session yet, do a redirect to the central domain saying "can you tell me who this is?" by putting something in the query string.
When the user arrives at the central server, if they are authenticated there the central server will simply receive their session cookie. It will then send the user back to the satellite with another single use token, which the satellite will treat just as a satellite would after logging in (see above). Ie, the satellite will now set up a session cookie on that domain, and redirect to itself to remove the token from the query string.
My solution works without script, or iframe support. It does require '?s' to be added to any cross-domain URLs where the user may not yet have a cookie at that URL. I did think of a way of getting around this: when the user first logs in, set up a chain of redirects around every single domain, setting a session cookie at each one. The only reason I haven't implemented this is that it would be complicated in that you would need to be able to have a set order that these redirects would happen in and when to stop, and would prevent you from expanding beyond 15 domains or so (too many more and you become dangerously close to the 'redirect limit' of many browsers and proxies).
Follow up note: this was written 11 years ago when the web was very different - for example, XMLhttprequest was not regarded as something you could depend on, much less across domains.
