**Last updated 18 September 2020: Due to how most browsers now have third-party cookie protections in place, this solution will be very ineffective going forwards. You should instead take a look at a cookieless solution.
Some years ago, I wrote a post on how to track cross-domain iframes when using Google Tag Manager and Google Analytics. That solution relied on hitCallback to decorate the iframe, and now that I look back on it, it has its shortcomings.