I cannot image a single postgres index covering more than one physical table. Are you really asking for that?
While not available yet, that is a feature that has had discussion before. Global indexes are what i've seen it called in those discussions. One of the main use cases is to provide uniqueness across multiple tables, which would also allow things like foreign keys on partitioned tables.
I had a sneaking suspicion that partitioning would be the use-case, but clearly there's at least the 'notion' of a single entity