Let us say you own eggs.com, bacon.com, and coffee.ca. When a user visits eggs.com he is assigned a unique tracking token in the eggs.com cookie (we'll call it
[tracking-token-eggs]). At some point after that token is assigned, include it in the page requests to
//coffee.ca/tracking.gif?token=[tracking-token-eggs]&domain=eggs.com. (Create the same setup for visitors to bacon.com and coffee.ca).
If the browser already has a token stored in the bacon.com or coffee.ca cookies you will now have a request that includes both domains and both tokens; both domains are in the url, one token is in the url and the other token is in the cookie of the request. The first domain is also in the referrer/referer. This works even if 3rd party cookies are blocked (at least in the browsers I've tried). Now you can store this request in a database table or just a log file.
[Edit: I should add that this is a technique for when you have half a dozen domains or so. Not for hundreds of domains.]