I am looking into cross-domain sessions. These are sessions which are shared between two domains like google.com and spotify.com. I'm not looking for information regarding cross-domain sessions between sub-domains since they can be shared by broadening the scope of the cookies that carry the session identifier. play.google.com and mail.google.com can therefor easily share the same session and this session sharing does not require a complex set u redirects and/or ajax calls.
Edit based on Neil's answer: I realize now that I have indeed made some mistakes in my reasoning. It is not a cross-domain session that is required for SSO but actually a cross-domain state. Correct my if I'm wrong but, if a server is able to provide a whitelist of domains for which a cookie is valid, SSO would become far simpler without it being a security issue. You would just create a cookie with all the authentication information (uid, roles, idp, etc) and make this cookie shared between all domains you want to include in the SSO sope. You need to build in a mechanism that checks with the other domains in the whitelist, if they allow the first domain to set cookies for this domain.