http://blogs.planetcloud.co.uk/mygreatdiscovery/post/SharePoint-Custom-Workflow-to-create-a-site.aspx

If you can create a site using a custom workflow, I imagine it's possible to create a workflow that goes 
across multiple sites, but it's probably not something built by default.

http://social.msdn.microsoft.com/Forums/en-US/sharepointworkflow/thread/75754a4b-d655-4a9e-89f2-af12e5bae29e/

Suggests the same thing, which there are links inside that may give a tutorial on how to make it, but my net 
is currently rather unstable, so I will upload this text file for now, and once I read it a bit more, I'll 
confirm what I said.

From what I read so far from the walkthrough, it seems to require Sharepoint 2010 Server, so I imagine we
need that server you requested even more now. Reading even further, it appears to be a rather incomplete and
incompetent walkthrough as well, according to the comments.