If you're using Cpanel, its called domain parking (if I remember correctly). But this maps domain A to domain B (so both domain A and B show the same site content). This may not be what you want. I know you can park a domain to a subdiretory. So domain A could point to a subdirectory on domain B and still look like a different site - but its still pointing to domain A's files.
Things get really really messy if you have SSL. If you're using SSL, SSL will break if you try domain parking. It'll only recognize the domain you registered the cert for, not the one you're trying to be sneaky with.