Not really that interesting, or that useful, and never a situation Ive ever seen anyone complain about. Afaik you cannot do it in any HDL (I dont think you can call half a function in C either!)
If you think of the design using the simile of circuit components, how would you expect to connect half a chip on one board and half a chip on another board? how would the two halves communicate? You might get around what you want to do with Global signals, but Altera will refuse to compile them (they are only really meant for simulation, and IMO, with the new hierarchical signal name access in VHDL 2008 almost completly redundant - also intended for simulation).