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A 'Common Language Runtime application domain' is a mechanism (similar to an operating system process), used to isolate executed software applications from one another so that they do not affect each other. This is achieved by making any unique virtual address space run exactly one application and scopes the resources for the process or application domain using that addess space.
A Common Language Runtime (CLR) application domain is contained within an operating system process. A process may contain many application domains. This carries major advantages:

★ There is lower system cost.

★ Multiple threads can exist within a single AppDomain.

★ The application in a domain can be stopped without affecting the state of another domain in the same process.

★ A fault or exception in one domain does not affect an application in another domain or crash the entire process that hosts the domains.

★ Configuration information is part of a domain's scope, not the scope of the process.

★ Each domain can be assigned different security access levels, all within a single process.

★ Code in one domain cannot directly access code in another (see below).
In this sense, the CLR is like a mini-operating system. It runs a single process that contains a number of sub-process, or application domains.
Direct communication cannot be achieved across application domains. However, application domains can still talk to each other by passing objects via marshaling by value (unbound objects), marshaling by reference through a proxy (AppDomain-bound objects). There is a third type of object called a context-bound object which can be marshalled by reference across domains and also within the context of its own application domain. Because of the verifiable type-safety of managed code, the CLR can provide fault isolation between domains at a much lower cost than an operating system process can. The static type verification used for isolation does not require the same process switches or hardware ring transitions that an operating system process requires.

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http://codebetter.com/blogs/raymond.lewallen/archive/2005/04/03/61190.aspx