Is the site across different domain names or just sub-domains! You could do it both ways just the first way would be more work to get by the browser not letting you read or manage a cookie that is not a member of the current domain.
I have a script that I use for chat logins that I think I could convert to do this, it creates a small login box that you can place on any PHP page! You call it like so!
Code:
$box = not_user_login();
What it does, is checks to see if the user is logged in, if not it returns an array with a login box template, if they are logged in it just updates the session.
If this is what your wanting tell me and I will post you some code to do it! It might not be until tomorrow as I am busy at the moment!
Sonia