Many large web networks, blog networks, big brands etc. all have more than 1 website and majority of them link all these websites together. Some may even link more than 30 websites from a single domain, resulting in massive interlinking and causing serious spamming issues. However, linking all your domains together solely depends upon the user experience and how well you have kept the user experience in mind while interlinking your domains together.
For Country Specific TLD's, Interlinking is Fine
For businesses having 10-12 domains or more and all having country specific TLD's, it is OK to interlink their websites together. These businesses must create a separate page for listing all their domains and link it from the home page. This is a much better option than linking all the domains from the footer itself.
Here is a video from Matt Cutts, giving advice on how should you link all your domains together-
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