Adding a settings 'search all domains' on the search advanced settings form

To add a 'search all domains' checkbox on the advanced search form i created a custom module

Add the checkbox to the advanced search form:

/**
 * Implements hook_form_alter().
 */
function MYMODULE_form_alter(&$form, &$form_state, $form_id) {
  // change the search form to search all domains
  if (isset($_GET['search_all_domains']) && $_GET['search_all_domains'] == 1) {
    $default_value = 1; 
  }
  else {
    $default_value = 0;
  }
  if ($form_id == "search_form") {
    $form['advanced']['all_domains'] = array(
      '#type' => 'checkbox',
      '#title' => t('Search all domains'),
      '#default_value' => $default_value,
    );
    $form['#submit'][] = "MYMODULE_search_form_submit";
  }
}

Add a $_GET value to the search url in the submit handler:

/**
 * Submit handler for search_form
 */
function MYMODULE_search_form_submit($form, &$form_state) {
  // add the all_domains variable to the redirect
  if ($form_state['values']['all_domains']) {
    $form_state['redirect'] = array($form_state['redirect'], array('query' => array('search_all_domains' => 1)));
  }
}

If the $_GET variable contains 'search_all_domains=1' grant access to all domains

/**
 * Implements hook_node_grants_alter().
 */
function MYMODULE_node_grants_alter(&$grants, $account, $op) {
  if (search_is_active() && isset($_GET['search_all_domains']) && $_GET['search_all_domains'] == 1 && $op == 'view') {
    $grants['domain_all'] = array(0);
  }
}

Now result for all domains are shown in the search result.
The url for the results still need to be rewritten:

/**
 * implements hook_preprocess_search_result
 * rewrite url to be domain-specific
 */
function MYMODULE_preprocess_search_result(&$variables) {
  global $language;
  if ($variables['module'] == 'node') {
    $domain = domain_get_node_match($variables['result']['node']->nid);
    $variables['result']['link'] = $domain['path'] . "node/" . $variables['result']['node']->nid;
  }
  $result = $variables['result'];
  $variables['url'] = check_url($result['link']);
  $variables['title'] = check_plain($result['title']);
  if (isset($result['language']) && $result['language'] != $language->language && $result['language'] != LANGUAGE_NONE) {
    $variables['title_attributes_array']['xml:lang'] = $result['language'];
    $variables['content_attributes_array']['xml:lang'] = $result['language'];
  }

  $info = array();
  if (!empty($result['module'])) {
    $info['module'] = check_plain($result['module']);
  }
  if (!empty($result['user'])) {
    $info['user'] = $result['user'];
  }
  if (!empty($result['date'])) {
    $info['date'] = format_date($result['date'], 'short');
  }
  if (isset($result['extra']) && is_array($result['extra'])) {
    $info = array_merge($info, $result['extra']);
  }
  // Check for existence. User search does not include snippets.
  $variables['snippet'] = isset($result['snippet']) ? $result['snippet'] : '';
  // Provide separated and grouped meta information..
  $variables['info_split'] = $info;
  $variables['info'] = implode(' - ', $info);
  $variables['theme_hook_suggestions'][] = 'search_result__' . $variables['module'];
}

Now it is possible for a user to check 'Search all domains'.
Search results will contain all nodes found for every domain.
If a result is clicked, the node is shown in it's main domain.