With this module you can make Simplenews newsletters per domain.
Because Simplenews depends on the core taxonomy module to make newsletter types, we need Domain Taxonomy too. When installing this module you already get just those taxonomy terms that are granted for nodes on a specific domain when adding a new newsletter.
What Domain Simplenews does is that it alters the subscription forms to also respect the taxonomy grants. I have done the Simplenews subscription forms on the User Registration page (under the Subscriptions tab), on the Newsletter Subscriptions page and on the Multi Subscriptions block.
You can also set a block per newsletter, which is shown on all domains by default. It could of course be possible to control that with this module too, but I have chosen not to, because there already is the Domain Blocks module to control the display of individual blocks by domain.
I might have a look at the Domain Access Taxonomy module, as replacement of Domain Taxonomy. Both modules only have a dev-release with not much action going on at the moment. So no clear “winner” here, unfortunately.
Also, the coding could probably use some refinement, but for now it works like I need it. :-)