Indeed it is. The excellent 13th hole in the current Liphook arrangement is still I think called 'Two Counties', because you drive off in Sussex and putt out in Hampshire.
The famous sunken blind 4th green at Lindrick was always supposed to be a 'three-shire-point', where Yorkshire, Nottinghamshire and Derbyshire met and where the green site, a splendid natural amphitheatre, had historically been used for cock-fighting and fist-fighting, with spectators conveniently able to step into an alternative adjacent county should a particular county constabulary arrive.