The AMD equivalent of nvidia's SLI is called crossfire, and it can be done. You will need a motherboard that supports a quad-crossfire setup, and a very beefy PSU (+1200 watt), because one R9 295x2 is already a crossfire setup and draws about 600 watts.
It will only make sense if you run very high resolution (4k display or more/muliple), and any AMD based CPU will cause a bottleneck. Intel is the only way to go with a setup like this.