Question: Specifically stackoverflow and serverfault.

Is that possible? It sure would be convenient for scripting purposes.

Answer: 
We had a vision of a unique OpenID identifier as the "key" to all three sites, but Google's "every domain gets their own hashed OpenID" has kind of thrown a huge monkey wrench into that. :(

Edit: we now have fairly robust cross-site account association that even works with Google (see your accounts tab), but I realized I didn't answer your question. We never planned to provide for the same *numeric* ids for every user.
From a database perspective, this seems impossible at this point (well, not impossible, but practically given the amount of work necessary).

I imagine that user id is the identity field in the user table and it serves as a foreign key to other information stored in other tables. So changing that user id would mean changing data all over the place.

It might have been a nice to have, but at this point seems unlikely given other priorities.