Have a look at larger publishers, such as newspaper and magazine publishers, multinationals, etc. Many of them link between all their sites (often from all pages) thus creating thousands of links. If you have lots of quality incoming links to all of your sites from outside (like those big publishers have), then there is no problem. If you have few links from the outside then it is a problem. What is a "good" and what is a "bad" linking pattern is a gliding scale, so it is hard to say at which point it will turn against you.