Manual:$wgCookieDomain

Details
Set to set an explicit domain on the login cookies. eg, "justthis.domain.org" or ".any.subdomain.net".

By default this isn't set, so php's  function will just set a cookie on the current domain. This is a bad thing if e.g. your site is available from both  and , since users that log into the former will be logged out as soon as they visit the latter.