How hard is it? Not very. With a Motorola APX radio, for example, you simply setup a Multi-System Talkgroup or Intelligent Priority type scan list, which you can then populate with talkgroups from different systems and/or conventional channels.
Does it work well, though? Eh, your mileage may vary. Remember that if you're dealing with trunked systems, the radio must scan between control channels looking for talkgroups grants. The default dwell time is 2 seconds per control channel before moving on to something else. If you have conventional channels in the mix, it's even less efficient. Priority doesn't work well at all, because if the radio has landed on System A and a talkgroup you require priority on is carried on System B...you're out of luck until the radio gets back around to that system's control channel.
tl;dr Yes it can be done, but I would never recommend doing so for anything that is important, much less mission critical.