My company has a setup as follows:
This answer is a slightly different version of my answer on the question "Set cookie on multiple domains with PHP or JavaScript".
Do what Google is doing. Create a PHP (or any other server language file) file that sets the cookie on all 3 domains. Then on the domain where the login is going to be set, create a HTML file that would load the PHP file that sets cookie on the other 2 domains. Example:
Please wait..........
Then add an onload callback on body tag. The document will only load when the images completely load that is when cookies are set on the other 2 domains. Onload Callback :
Now cookies are set on the three domains.
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