If you use folder based sites with related sites mode then signing into one site is the same as singing into all of them. However its not feasible with host name based sites because authentication cookies are set per host name and its not possible to read or set cookies accross different domains. Not to say its impossible to come up with a way to do it but any way to do it that I can think of would lead to bypassing security or exposing security vulnerabilities. I would not pursue it myself.
Hope it helps,
Joe