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Not at the present. There are some clunky workarounds, probably the easiest is to just duplicate the action in the various projects, along with a note or links to the other ones so you can check them all off when you do any one.

A recent discussion of this is here and probably the most valuable thing to get from it is to send email to omnifocus@omnigroup.com (or use Help->Send Feedback) to put in a vote for such a feature if you need it.