In the upcoming Tableau 10.0 release in the next week or two it will be possible.
10.0: Join - yes, Union - no.
To original question: no, Todd, union across two different data connections is currently not possible in Tableau.
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Dmitry, Why wouldn't it be possible via a custom SQL (across data sources in 10.0) which is what the question was?
It makes sense.
In SQL Custom code is interpreted with one database language.
Maybe Tableau not be able to mix it up.