Hi Marcus,
The short answer is no. You can't do this on iSCSI protocol level. But there are other ways of doing that.
This is a really huge topic and there's no quick answer for your question. There are plenty of ways to replicate the same set of storage, which includes synchronous, asynchronous and continuous replication. Which can also be done either on the storage array level or hypervisor level.
I guess it all comes down to a question of what you want to protect yourself from. For instance NetApp has a concept of a "Plex". Where you can have two synchronized RAIDs say each on a separate shelf of disks, which give you 100% uptime if one shelf were to fail.
EMC has VPLEX. Where you can have two active-active datacenters and have 100% uptime even if the whole data centre goes down.
But all this requires significant investment.
What exactly are you trying to achieve with this? Typically, if you have a decent storage array, there should be enough redundancy on the array level to protect you from an outage.