this works as long as you pass the return value of mysql_connect to mysql_select_db and mysql_query
$con1=mysql_connect('connection data');
$con2=myqsql_connect('connection data2');
mysql_select_db('fu', $con1);
mysql_select_db('bar', $con2);
but if it's only different databases and not different mysql-servers you should be able to do like this:
$sql='SELECT
a.user_id, a.user_name,
b.someotherstuff
FROM
database1.usertable a
INNER JOIN database2.stufftable b
USING(user_id)';