You just need to edit the URL's to the various media files throughout your WordPress theme.
For example, edit you "header.php" to change the css file to an alternate domain.
Change This:
print("<link rel="stylesheet" type="text/css" media="screen" href="<?php bloginfo('stylesheet_url'); ?>" />");
To something like this:
print("<link rel="stylesheet" type="text/css" media="screen" href="http://www.NEW_DOMAIN.com/theme/stylesheet.css" />");
All the media could then be placed on this alternate server and would be referenced by the stylesheet.
The same could be done for any pictures or other media. There are even several WP plugins for utilizing media services such as Flikr.com
If you actually have several physical servers to utilize, you would install WordPress on the base web server "www.DOMAIN.com" server. Then all your images could all reside on an second server "images.DOMAIN.com". Next you could place your stylesheets and JavaScript files on a third sub-domain/server, "scripts.DOMAIN.com". Then your 1st. server would refer to the stylesheet on the 3rd server which would access all the media files on the 2nd server.
If you owned all your own hardware, you could get really crazy and use some sort of script to mirror all the files between 2 servers and use a Hardware Load Balancer to split the web traffic and use Log shipping to mirror you database between multiple servers... But that is getting a bit ridiculous.
Hope this helps.
-Jordan