You can just instantiate another Zend_Db object.
PHP Code:
$db1 = Zend_Db::factory('Pdo_Mysql', array(
'host' => 'onehost',
'username' => 'webuser',
'password' => 'xxxxxxxx',
'dbname' => 'test'
));
$db2 = Zend_Db::factory('Pdo_Mysql', array(
'host' => 'adifferenthost',
'username' => 'webuser',
'password' => 'xxxxxxxx',
'dbname' => 'test'
));