MU domain mapping login issue

Ensure sunrise.php is in the wp-content directory and that you have defined the following in wp-config.php:

define( 'SUNRISE', 'on' );

With sunrise on, you should not define COOKIE_DOMAIN anywhere else as it handles that dynamically on all mapped domains.

My guess is that either you don’t have define( 'SUNRISE', 'on' ); or you don’t have sunrise.php installed correctly. Another thing to check would be that the domain is correctly configured in wp-admin.