You do know that this has actually happened don't you?
In 1933 Philadelphia had dual triple crown winners, Chuck Klein of the Phillies won it in the NL and Jimmie Foxx of the Athletics won it in the AL.
I have also seen it a couple of times in OOTP especially when I sim the 1920's. Rogers Hornsby and Babe Ruth usually win a couple sometimes they have won them in the same year.