Subdomains and Munchkin

We have one domain name with 1500 subdomains.  (Essentially each user account on our system gets their own subdomain).

I'd like to track activity on our main site... www.foo.com   
as well as the activity in the subdomains...

sub1.foo.com
sub2.foo.com
sub3.foo.com
subx.foo.com
...
and our blog...
blog.foo.com

I've been reading a number of postings in the community/help pages that munchkin cookies don't share information between domain names.  (i.e. standard cookie security stuff)....

but... shouldn't subdomains work?   Meaning a user moving from sub1.foo.com to sub2.foo.com will be treated as a single individual...and I can track their anonymous web traffic (or non-anonymous traffic) as one full set in marketo....

From some simple testing today.. it appears that a user moving from sub1.foo.com to sub2.foo.com is NOT being treated as a single user.   In Marketo, I'm only seeing traffic from one of the subdomains when a user switches between them..... 

Question:
Is it possible to track across subdomains?
If so, is there any magic I need to do, since it clearly isn't working now.

Thanks in advance.

Pat-