This article:
may be if interest to you.
In a couple of words, this query:
SELECT d1.short_code
FROM domain1 d1
LEFT JOIN
domain2 d2
ON d2.short_code = d1.short_code
WHERE d2.short_code IS NULL
will work but it is less efficient than a NOT NULL (or NOT EXISTS) construct.
You can also use this:
SELECT short_code
FROM domain1
EXCEPT
SELECT short_code
FROM domain2
This is using neither NOT IN nor WHERE (and even no joins!), but this will remove all duplicates on domain1.short_code if any.