I have got 3 Blogs. Everyone has his own domain. I created stub-files for 2 of the blogs in their own doc-root. My first problem is, that it's impossible to login into admin-area from those 2 domains, but it's possible to login from the main-domain (so no big problem).
The big problem: If you write an enrty in one of those to stub-file blogs the preview doesn't work. It only shows the blog with the note, that there are no entries.