I just had this issue few moments ago.
Aparently, if you try to login from your DIRECT URL, it works. If you use a different domain DNS name, problems begin.
Here’s my example.
My blog is located at http://witch.dyndns.org/wp/
if I use this URL to login (with the wp-admin/) it works well.
However, if I use my other domain name and URL (http://benhamo.org/wp/), it barfs about cookie issues.
If I remember correctly, this problem wasn’t appearing prior to the cookie issues which were resolved lately (and broke this behavior).
Thanks,
Hetz
I am still having troubles. I do not have two domains connected to this blog.
This problem is not only on domains but if you also try to login from a different page rather rather the siteurl. You will have this problem.
For example at at http://www.example.com/blog if you log in from here http://www.example.com/blog/wp-login.php there is no problem but if you try at http://www.example.com where the action of this page is http://www.example.com/blog/wp-login.php you will have this problem. I have done the same on my site.
I do not know if you are logging in within the same wp-login.php(directurl) or you have set it as an action to your custom login page like i have done.