I decided recently to move my personal blog (myBlog.com) to my WordPress Mu install, MuSite.com (Setup for subdirectories). My host is 1and1, and since both domains are being handled by 1and1's interface, I set myBlog.com and MuSite.com to both point to my WordPress Mu directory. I then used the .htaccess trick I read to get myBlog.com to look like MuSite.com/blog/ (A chmod redirect at the head of the .htaccess file).
It works perfectly now, except for one issue: Cookies. If I try to log in to my WP Admin for myBlog.com (As myBlog.com), I get redirected back to the login menu instantly. If I type in the wrong password, I get a message saying so, so I'm fairly sure the issue is that it's creating invalid cookies.
If I go into MuSite.com's admin menu, and change the first two entries to move myBlog.com to MuSite.com/blog/, I can sign into WP Admin just fine. However, once I move the blog back to myBlog.com, it stops working.
I'm not very keen on the inner workings of domain names, so I'm not sure how to fix this. I think that all I need to do is to get WordPress to create cookies for myBlog.com as well as MuSite.com, but I don't know if that's possible. I can't park myBlog.com per se, as 1and1 doesn't have an option for that. Only way I could do that is to transfer myBlog.com to another DNS, and then park it to MuSite.com, and I'm hoping there's an easier way to do this.