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I've found a strange thing: some Stack Exchange sites have their own domain names instead of https://[site name].stackexchange.com. The websites which have their own domain names are:
Are there any parameters for allocating specific URLs to Stack Exchange sites?
It all started with three websites (created at different times), that are known as the "trilogy websites". These were created before Stack Exchange was official.
Some proposals were given new names once they launched.
Some were seeded from Stack Exchange 1.0 websites.
Some were created (not seeded) from Stack Exchange 1.0 websites.
And a few proposals were seeded from non-Stack Exchange 1.0 websites.
There are also some domains used by Stack Exchange that are not for Q&A websites
The API for getting the aliases was pointed out in chat.
Don’t even think about the domain name!
Stack Overflow, Super User, and Server Fault all predate Stack Exchange, meaning that they were created before the concept of Stack Exchange as network of sites existed; hence all three get to keep their original domain.
The reason for Ask Ubuntu is covered in this blog post by Jeff. In short, it's due to a partnership with Canonical Ltd.
MathOverflow also predates Stack Exchange as a network and was "assimilated" by Stack Exchange at some point; hence it keeps the domain.
Stack Apps is not really a Q&A site, at least not in the same sense as all other Stack Exchange sites, hence it makes sense for it to have a different domain.
mi.yodeya.com. Because the community already had and liked the name when it entered the StackExchange 2.0 network, StackExchange decided to make the name part of its brand when it launched out of beta.
Stack Overflow, along with Super User and Server Fault, belong to the Original Trilogy. They don't use stackexchange.com because the Stack Exchange network hadn't been named at that point.
See also What is the Stack Overflow "trilogy"?, and "Trilogy" in the SE Glossary.
*.stackexchange.com, and I have my browser memorize the new password. I continue using the usual SE sites. Some months later I will want to post on Super User, realize that I have to go dig up the password or set a new one or whatever shenanigans being on a separate domain entails, and 9 times out of 10 I'll conclude that my question is either 1. not that important, 2. better asked on another site, 3. might be found by researching more, or 4. easier to ask on a (not ideal but) similar enough SE sub-site.