Important Distinction:
Subdomain tracking is for split domains like `sub.example.com` or `shop.example.com`.
If you have multiple top-level domains, like `example.com` and `anotherdomain.com`, please see this article to setup cross-domain tracking.
You do not need to configure anything extra to track users across different subdomains (shop.mysite.com/blog.mysite.com) of the same domain (mysite.com). However, you should exclude your domain as a referral by following the steps here.