turns out you can with ASP, but what about PHP...
This is a bit of misinfomation. It is a hack in asp, and yes, you can apply the same hack to php.
You might want to search for php custom session handler, as ive seen examples of this sort of thing done.
Otherwise, one simple option is to pass the session id from one domain to another using the querystring, then establish a new session using this id on the new domain.