This is not currently possible, unfortunately. Other folks have asked for this feature and I believe it will come in a future release. If you're an Enterprise customer please file an ER to request it to help us gauge the interest.
This could be done using another (free) product:
Install Splunk on a Linux machine
Install Centrify Express on that same machine.
Join one of the domains
Now, assuming the domains are in the same forest, or you have cross-forest trust between the domains, users can log into Splunk as email@example.com.
This is now possible (beginning with Splunk 5 in late 2012). You can configure mutiple LDAP servers and Splunk will try each one. The current limitation seems to be that the user must be able to authenticate and be in a splunk-role-assigned group on the same LDAP server ("scheme").