<p>I have an application where, in the course of using the application, a user might click from</p>

<pre><code>virginia.usa.com
</code></pre>

<p>to</p>

<pre><code>newyork.usa.com
</code></pre>

<p>Since I'd rather not create a new session each time a user crosses from one subdomain to another, what's a good way to share session info across multiple subdomains?</p>

If you're using PHP, one hack would be to make a little include script (or two) to do the following:
1 Serialize your $_SESSION array
  2 Pass that string as a hidden input, making all your links to those buttons in separate forms using POST.
  3 Also include a boolean hidden input to let your script know whether it needs to use the current session or unserialize $_POST['session']
  4 Deploy this across your site, calling things where appropriate
I wouldn't do this if there's actually a sanctioned way to transfer a session.  I hope you've at least considered using cookies.