If I'm not terribly mistaken, Blender only Bakes the Active Domain. You will have to Bake each Domain individually.
As Fluid sims are very computational heavy, this will also help to: not crash Blender/burn your computer.
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Adrian Bellworthy
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Yeah! Crash and Burn! Most computers will be working overtime to complete one bake, multiple bakes at once will surely result in pain and suffering of the byte people that power your computer.
I was thinking maybe there's a button somewhere that would find all the domains then bake them sequentially. I might be able to write a Python script to do it so I'll give that a shot. Thanks for the replies!