Hotjar fully supports cross-domain tracking. This means that as long as the same Tracking Code is installed on each of the domains / subdomains you want to track, Hotjar tracking will work as expected.
To set this up it's very simple. Simply install the same Tracking Code on all the domains you want to track under the same site in Hotjar. You can get the Tracking Code you wish to install from the Sites & Organizations page and clicking on the 'Tracking Code' button next to any site you have set up.
Should you wish to collect data for different domains separately you can also easily achieve this. Hotjar provides you with a unique Tracking Code per site you set up in your Organization. You can simply create a new site from the Sites & Organizations page for every domain you wish to track separately. When you do this, you will be provided with a unique Tracking Code per site you need to install on the different domains.
How to add sites: http://docs.hotjar.com/v1.0/docs/adding-sites-to-your-organisation
Only Organization Admins can create new sites.