Brewers do it all the time. Depends on the strains, I suppose. A popular mix is a little bit of French Saison pitched along with the Dupont strain - one for the ester profile and the other for attenuation. I currently have a beer fermenting with Omega Jovaru and Imperial Suburban Brett, but I'm guessing you weren't referring to wild yeast.
Really, you just have to think of why you'd want to mix strains, or if your objective could be reached with another strain altogether. Might take some experimenting. Probably no reason to blend two American, German or British strains since there is enough diversity among strains to reach any desired profile (and that they're pretty similar to one another), but personally I see a lot of merit in blending Saison strains.