Multisite subdomain blogs using several databases?

Hi.
I’d like to find out if it’s possible to spread a single network installation of WPMU blogs on more than one database, so that each database contains only a part of the total data. It’ll be a new setup, so no need to divide an existing database in this case.
What are the advantages and disadvantages of doing this, except spreading the load across more database servers than one?
This concerns a site that may grow to several thousand blogs.