Not in the cheating way, but as in polyamory or open relationships.
Recently a man made the news in my province because he's living with his wife, his ex-wife and the children he had with both women, in a declared polygamous arrangementn. A neighbor tried to sue him but while polygamy is not allowed here, there are no laws against this kind of cohabitation.
To be honest I'm not a great advocate of those things, but I also think that as long as every party of this is consesual and there's respect for everyone involved, it's fine as well.