Parent-child term relationships between vocabularies?

I just read "Pro Drupal Development", and on page 238 when explaining the taxonomy_get_children function the author says this:

The taxonomy_get_children($tid, $vid, $key) function finds all children of a term. The $tid
parameter is the term ID. The $vid parameter is optional; if a vocabulary ID is passed, the children
of the term will be restricted to that vocabulary (note that this is only important for terms
that have multiple parents in different vocabularies, a rare occurrence). The $key parameter
defaults to tid and is a column of the term_data table (tid, vid, name, description, weight). This
function returns an associative array of term objects, keyed by $key.

I wasn't aware that you could define parent-child relationships between two different vocabularies... I thought it was restricted to within one vocabulary. Can someone please explain how this can be done? It's not immediately obvious from the category administration interface.