Cookies are limited for security reasons (by browsers, not vBulletin). The cookie path is supposed to be a folder, like /forum/ etc. Cookies can only be set for the explicit domain (
www.domain.com, abc123.domain.com), or for a domain and all subdomains (*.domain.com) they don't work cross domains, for example if you had a cookie on www1.domain.com and then tried to use it on www2.domain.com without configuring a full cookie domain setting, then it wouldn't work.
You also can't share cookies across domain1.com and domain2.com