Either you are incorrect, or this functionality is non-obvious. Based on recent experience, I'm leaning toward the former.
When I go to edit my blocking options when a site doesn't play nice with Ghostery, I'm given options either to disable certain tracker-blocking or to disable Ghostery entirely on a given domain. There doesn't seem to be an option to stop blocking a given tracker only when its loaded from a certain site.
There is one tracker I've unblocked because it breaks functionality on one site, and I'm fairly certain I've seen its effects on a different site recently as well. It doesn't seem to have unblocked that tracker only for the one site I need it disabled to use.
For Chrome and Safari, click on the Ghostery icon to bring up its popup control, then click on the 'Edit blocking options' link which will give a checkbox list of trackers to enable/disable. Click out of the pop-up to close it then, reload the page.
For Firefox, bring up to pop-up, then click on the checkbox to the right of the slider, then click on the reload link to reload the page. The slider enables/disables the tracker browser-wide, the checkbox enables/disables for the current domain.
You're sure?
I wasn't sure of this last night when I wrote the comment, but I just tried it out with Google Analytics (since it's pretty ubiquitous), and it wasn't only unblocked on that domain.