Cross domain tracking allows a website to maintain a visitor's session and original traffic source even when that visitor navigates to a different domain, such as a checkout system on a separate domain. Without cross domain tracking, the visitor would appear as two separate visits and the original traffic source would be lost. The document discusses how Google Analytics uses first-party cookies to track visitors within a single domain but not across domains, and explains two methods for setting up cross domain tracking using the autoLink plugin and referral exclusion lists.