I'd like to create CloudFormation stack with resources in multiple regions. Is this possible?

The accepted answer is out of date. It is now possible to create stacks across accounts and regions using CloudFormation StackSets.

A very good question; but I don't think you would be able to create resources spread across multiple regions.

The end point URL for CloudFormation is region based and AFAIK there isn't a place whether you can specify an region specific (diff region) information.

As of today you can compose the CloudFormation template in such way to make it region independent by leveraging the mappings section and get::region function; but making the template spread across multiple regions simultaneously wouldn't be possible; but can be expected down the line.

Your best bet right now would be to use a Cloudformation Custom Resource that invokes a Lambda function in order to create the resources that are in other regions. When you run the CFN template it would invoke the Lambda function where you'd create code (Python, Node.js or Java) that leverages the AWS SDKs to create the resources you need. CFN Custom Resources allow you to pass parameters to the function and get "outputs" back from them so from a CFN perspective you can treat it just like any other resource.

Here's a walkthrough example from the AWS docs: http://docs.aws.amazon.com/AWSCloudFormation/latest/UserGuide/template-custom-resources-lambda.html