I have also wondered about this. What SolarLune said sounds like the only way to do it at the moment I think. The problem with having multiple instances of blender running the same game is keeping everything in sync, but, as stated, using a server to help this could work.
Everytime you run a new instance though, I think that you are using a unique opengl render context, which means that the textures/models are not shared between the contexts. I have no idea if you can share the textures/models between different contexts, but my suspicions think that you can’t.
I’m sure I found an article somewhere that said you can share the datalists between the contexts, let me search the googles and see if I can dig it up again.