It is not currently possible, but i use a work-around.

On gameObjects that i need more than one tag on, i add an empty game objects as a child for each tag i need, and give each of these separate tags.. Then you can still search for tags using FindGameObjectsWithTag then just reference the parent object.. as an example in C#

sensedObjects = GameObject.FindGameObjectsWithTag(theTag);

foreach (GameObject foundOne in sensedObjects)
{
    GameObject objectMain = foundOne.transform.parent.gameObject;
        //use it...
}

i have a strange solution for you, check here:-

http://blockmonkey.com/my-work/unity-3d-work/

it's a script that allows you to put in Multiple tags on an object...

Is "http://blockmonkey.com/my-work/unity-3d-work/" a dead link?