I imagine this depends on your CMS.
But it sounds like a use case for SSIS to me. With SSIS you can have it fire queries against multiple databases simultaneously or sequentially.
Alternately, if you have a single server to run the job, you could have linked servers set up so you can pull the data you need.
Those are the 2 approaches I can think of that are independent of any CMS. Personally, I would use either SSIS or linked servers to get this information rather than an external tool. Less overhead and in the event you change CMS's, you may lose the ability to do this data capture.
The above assumes that the query you have is a TSQL query and not a query specific to the CMS.