Set the application name for Craft in New Relic
This method uses New Relic's PHP API, rather than php.ini, and is working well for me. It seems to be catching everything that I need to monitor. Any applications I've not done this for remain in the default application.

Just stick this in Craft's index.php file:

if (extension_loaded('newrelic')) {
    newrelic_set_appname('NAME OF SITE');
}


I haven't tried it with ExpressionEngine or Wordpress, but the principle would be the same?