In February, 2009, Google announced they are changing their display URL policy in AdWords. Recall that Display URL and Destination URL are two different things. The Display URL is as it sounds, the URL that is displayed when someone views your advertisement.
The change is that all the display URLs in one ad group must have the same top level domain.
Here is an example of what is allowed in one ad group:
Here is an example of what is not allowed in the same ad group:
Google says it is for your own good because you do not know what you are doing so they are here to help. Thanks Google.