Nope, not as far as I can remember. How is the alias going to know the path on an arbitrary other machine?
The alias will have to be created on each computer.
I take it that the file or program that the alias is pointing to exists on each computer?
The only other way it would work is if the target of the alias was on a server that both computers had access to. If the target is on a webserver, then it is just a hyperlink to that file on the webserver.

 

What are you trying to share? Maybe share a dropbox account?

 

This can be done. Developers do it all the time.

They make an Alias to a standard, named folder that is present on all Macs -- like, say, Applications. They include that alias on their disc image with the app (trying to communicate that the users should drag the app onto the alias in order to install). It works on every Mac.

 

Sure -- if what you want to alias to is a standard folder.

The context of the question seemed to be to alias to a specific, non-standard and arbitrary filename at an arbitrary path inside the home folder of the other user.

So to modify my answer: If the Path to the target is known, and is absolutely consistent, then an alias can be made on one computer that will work on another.

But if the path is variable, then all bets are off.