why? what database(s)? no, you can't do that (how would it work??).. but you can just open two connections and work with each of them:

  my $dbhA = DBI->connect($data_sourceA, $usernameA, $authA, \%attrA) 
+or die ...;
  my $dbhB = DBI->connect($data_sourceB, $usernameB, $authB, \%attrB) 
+or die ...;
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If you're trying to do cross-db joins or something, you'll have to do it in perl (or move all the data into one or the other, or a 3rd temp database).
If you're just copying code from one to the other, try DBIx::Copy as well as Super Search for lots of related threads.