SOLVED
Sorry I didn't notice this question for quite a while. 
We did get it to work. I ended up creating domain aliases both ways a few times (deleting them in between each), and the last time I tried it, it worked. Be sure your IT department has done their CNAME setup (see Add Additional Landing Page CNAMEs - Marketo Docs - Product Docs ) to allow Marketo to use both your old and new domains. That means keeping the DNS entry on the old domain (indefinitely). Just be sure that after you change the domain in your Marketo admin settings, that you create the domain redirect and alias immediately, because all old links will be broken until you do.
Once that's working, update as many of your controllable links as possible (email footers, landing pages, etc.), because cookies don't transfer or pass between domains. You'll want to push traffic directly to your new URLs or you'll have a big black hole in reporting traffic source.
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