Google Tag Manager makes it fairly easy to do cross-domain tracking. Basically, you list the hostnames you want to automatically decorate with linker parameters in the Auto-Link Domains field of your Page View tag, and that takes care of decorating the URLs with the necessary parameter. It’s dead easy, even if there are a bunch of traps you need to watch out for (see my post on troubleshooting cross-domain tracking issues).
To be fair, this tip isn’t just for Google Tag Manager but for regular old on-page Google Analytics as well. It’s one of those little things that’s corroding your data quality without you ever realizing it. Namely, this tip is about how to handle cross-domain tracking in situations where you are sending data to multiple Google Analytics properties on the same page. It’s a very typical scenario - you have a “local” property, which tracks only the traffic of the current site, and then a “rollup” property, where you send data from all your organization’s websites.