The only way I can think of woudl be to fudge it with domainmapping.
haha, something like this ??
The story begins much earlier than WPMU. We had few WP single sites, all of them sub-domain based on example.com. Once WPMU appeared I got very exited to have a chance to unite them, as well as my faithful users. I had to handle with a situation where example.com and blogs.example.com are on different hosts. Honestly I am now surprised to hear that my case is so unusual.
Well at this time the service is very popular and currently we host 46 sites. It would be really great if we have somehow solution in the future. Please keep in mind or case.
God bless you! The WP is simply great!