This is expected (and documented) behaviour - GA won't correctly track subdomains out of the box, as even though the (uncustomized) GA has subdomain-accessible

This is expected (and documented) behaviour - GA won't correctly track subdomains out of the box, as even though the (uncustomized) GA has subdomain-accessible cookies, the user id depends on a hash of the hostname (less any 'www.') (thats the first section of the utma cookie). This can be fixed by either turning off the hostname-hash-in-id, or setting the cookie-domain/hashed-hostname (but turning off the hostname-hash-in-id will then require setting the cookie-domain such that the subdomains & main domain can touch the GA cookies, as by default this doesn't strip the leading www. from the cookie domain). The doco is pretty good, but you need to verify what's really happening, so Firebug's Net panel is really useful (but don't try and read the latest GA javascript unless you need a migraine for some reason).