SharePoint Designer 2010 is missing a pretty important feature. The ability to rollup data from child sites and rolldown information from Parent sites.
Here's what we use to be able to do in SPD2007:
1) You could open the Data Source library by clicking "Data View->Manage Data Sources" and then you could then add a new data source library by clicking the button at the bottom:
2) This link would allow you to type a url to another site:
3) This would then allow you to see the other data source library's data sources
4) You could then use the "Linked data source" wizard to select from the current and newly added data source library
The ability to do this is missing in SPD2010, you will see no link that allows you to add these external libraries:
In software design, it is a sin to remove features that your users have grown accustom too. The only work around that
I have found it to try to utilize the REST or SOAP data source to connect to the other libraries:
This of course means that you will need to setup the authentication:
Only problem, every time I have tried to do this, Designer 2010 gives an error, which basically leaves us without this
valuable feature we had in 2007.
Marc has posted a workaround to create the manual code that uses data sources in seperate sites