Most recommender systems work on single domains, i.e., they recommend items related to the same domain where users have expressed ratings. However, the integration of different domains into one recommender system could allow users to span over different types of items. For instance, users that have watched live TV programs could like to be recommended with on-demand movies, music, mobile applications, friends to connect to, etc. This paper focuses on cross-domain collaborative recommender systems, whose aim is to suggest items related to multiple domains. We first formalize the cross-domain problem in order to provide a common framework for the classification and the evaluation of state-of-the-art algorithms. We later define a new class of cross-domain algorithms based on neighborhood collaborative filtering, either item-based or user-based. The main idea is to first model the classical similarity relationships (e.g., Pearson, cosine) as a direct graph and to later explore all possible paths connecting users or items in order to find new, cross-domain, relationships. The algorithms have been tested on three cross-domain scenarios artificially reproduced by partitioning the Netflix dataset.