Many of the commands that list entity records (listcourses, listdomains, etc) allow you to specify domain=0`, which returns all entities the user can see. (Ex: cmd=ListCourses&domainid=0). Otherwise, the command returns only entities that belong to the specific domainid.
More than once I've run into the case where I want to query within a particular domain and all its children. I don't see a way to do this, but I sure wish I could. Is there a way?