I'm not sure if there's an easy way to use it to fake joins across databases though.
If by "database" you mean "database server instance" (i.e., a different $dbh) then no, RDBO can't join across that when fetching multiple objects.
When dealing with a single object, however, it's possible to pull related objects from other databases. e.g.
$p = Product->new(id => 123)->load; # row from products table in db #1
$v = $p->vendor; # related row from vendors table in db #2
But all the multi-object "all at once" fetching is done using SQL JOINs, which don't work against separate database server instances.
Now if by "database" you mean something like a MySQL database (e.g., foodb.sometable and bardb.othertable) or a Postgres schema (e.g., public.table1 and alternate.table2), then yes, RDBO should be able to JOIN across those because they are addressable in a single SQL query run on a single $dbh.