Be careful!
The question did not mention SQL Server.
I believe that you can use a trigger in Oracle (wash your mouth out, Spencer!) to permit a foreign key to reference a remote or external database.
Only when we get to the explanation does SQL Server come into it.
(OK, before hundreds of respondents criticise me, I know what this website is called.)
Happy Easter!
Ken.
You never know: reading my book: "All about your computer" might just tell you something you never knew!
lulu.com/kaspencer