Cookies, by definition, are only accessible by the domain that created them. So if you create a cookie in domain A, then domain B, C, and D can not access domain A's cookies. This just means you have to get a little creative.
I'm thinking you may have to create some behind the scenes code to sync up the user information across all the domains (so user signs up or logins and once that happens, code runs to update the other domains). I'm not a big fan of this idea, but its an idea. Maybe if one domain was setup to be the only one to handle authentication, then this would work a lot better.
Another thought is do something with frames or iframes and embedded cookie creating pages for the various domains. This could impact your web design and half of the browsers do not support iframes.
These are just ideas...