If all the sites are separeted, an each of them has its own joomla installed, then there is will be no problem (but, imho, in this case you shouldn't ask the question).
If additional domains are alias to first domain, then MJ will work correctly with one exception: links to mobile subdomains won't be shared among domains (that is there will single "global" subdomain for iphones, single for pdas etc). So, if you don't use mobile subdomains, it should work. Also, in the case of caching enabled, you will meet with problem of cache interference, so in this case should either disable caching, or do a trick to use different cache folder for different domains.
