@roquen probably not possible.
Do you want this for a console (NES, Genesis, Atari), or an arcade game (MAME, FBA)? If for a console, the answer is no. If for an arcade, the answer is maybe. Some arcade games utilized multiple screens for display, like the 6-player X-Men game. However those two screens were utilized by all players, not just one screen per player.
If you want to have one screen for one player and another screen for another player whole playing the same game, you should look into Retroarch Net Play. You'll need two RaspberryPi's, and they'll need to be connected to each other and then you can play over the network using two setups.
Actually, scratch that. You could just get an HDMI splitter and split the signal from the RaspberryPi. That way you don't have to fiddle with Net Play, but you get two screens with the same game being played​.
