Not under the same transaction, but you can manage that on your own.
Connection 1: BEGIN TRAN
Connection 2: BEGIN TRAN
Connection 1: Modify some data
Connection 2: Modify some data
-- If modifications on connection 1 and 2 both succeed without error --
Connection 2: COMMIT TRAN
Connection 1: COMMIT TRAN
-- If modifications on connection 1 or 2 both encounter an error --
Connection 2: ROLLBACK TRAN
Connection 1: ROLLBACK TRAN
You could also look into leveraging the DTC (Distributed Transaction Coordinator). It is much more robust and does similar steps to what I have shown for you automatically. It can also work across different physical servers as well, and not only for database operations.
There are no special teachers of virtue, because virtue is taught by the whole community. --Plato