There is a way to do this, but it requires a couple of things:
(1) All session data is stored in the same directory or uses the same container across domains for retrieving the data
(2) You will need to pass the session ID between domains manually, and not retrieve the data from cookies, but the actual session file.
(3) session.use_only_cookies is not enabled
So, between the unsecure site and secure one, do:
http://unsecure.com/s1.php?PHPSESSID=12345
https://secure.com/dir/s2.php?PHPSESSID=12345
Should be the same session data, since you are retrieving that session file.