Cross-domain tracking is a term from web analysis. It refers to the process of recording visitor data and segmenting it over several domains or subdomains for analysis. The advantage of this is that the data is bundled and available in one place. Cross-domain tracking is possible with common analysis programs such as Google Analytics.
Cross-domain tracking requires a similar code to be implemented on all websites to be tracked. This tracking code then contains the corresponding ID of the customer account where all data is to be merged. However, the different domains need to be defined in this code.
In cross domain tracking, the tracking code has a more extensive purpose because the cookie, which is temporarily stored on the user's computer during the first visit, is transferred to the next domain fixed in the code.
The free web analysis software Google Analytics offers the possibility of cross-domain tracking. If you want to use this tracking form, Universal Analytics is the best choice. By adding additional information to the tracking code, data from different domains can be evaluated with just one Analytics account. Detailed instructions can be found here. 
Cross-domain tracking can be used for different purposes.
This can be interesting if, for example, a webshop is installed on several different domains, but the central data for visitors and purchases should be recorded in one place.
If a website is tracked together with a blog and an online shop, whereby the blog and the shop are located on a separate subdomain, cross-domain tracking can be used for combing the evaluations of visitors.
If a shop operator uses a separate shopping cart operated by another provider for the billing of products, they can set up cross-domain tracking for this to record the data.
If your own content is integrated via iFrame or forms on other websites, it can also be analyzed by means of cross-domain tracking.
Cross-domain tracking offers many advantages for the evaluation of visitor behavior, but must be set up correctly in order to avoid a mix of data.
Combining the tracking data from different domains, subdomains or iFrames saves an enormous amount of time in global evaluations, and makes it easier to plan for future optimizations or marketing measures.
At the same time, with cross-domain tracking, visitor flows between the respective domains can be measured more precisely and evaluated with just one account.