Choppers got the AD DS portion covered. If you are looking for multiple applications to handle this its called Single Sign-on (SSO).
There are tons of different systems, services and providers to make this all happen. Its a large and somewhat complex system so you really need to do more research on it before heading down this path.
From a simplistic view however you will need to setup an authentication server that will issue some sort of token, commonly called an STS Provider. The other websites will then use this token to perform authentication. As long as the token returned from the login server is valid the websites trust the user is valid based on the "claims" the login server makes. The set of claims usually includes username, group membership and a myriad of other things.
If you want a good place to start, check out the Microsoft Active Directory Federation Services documentation. This system (ADFS) provides SSO services and plugs in to Active Directory by default but can use other authentication providers as well.