Yes. Use capital letters for the mark.
http://vim.wikia.com/wiki/Using_marks
Marks can span across files. To use such marks one has to use upper-case registers i.e. A-Z. Lower-case registers are used only within files and do not span files. That's to say, if you were to set a mark in a file foo.c in register "a" and then move to another file and hit 'a, the cursor will not jump back to the previous location. If you want a mark which will take you to a different file then you will need to use an upper-case register. For example, use mA instead of ma.