There currently isn't a mechanism for that.
The closest you could do right now is to run a node with external connections on one box, and then have all of your local wallets connect to that one. Traffic would be minimized, but space would be unchanged.
You would get very close to the same effect by having all local nodes connect to each other, in addition to their normal external connections.
Or, do you mean like on one computer with multiple users? If so, you might be able to give each profile a link (I think NTFS calls them junctions) to a single common set of block database files. That would probably get messy with database locking if more than one client is running at a time.
Developers are already working on various light modes that would probably do what you want to do.