It would require a fair amount of customization to accomplish this. By it's design the "call_req" table (which contains the request/incident/problem information) only contains a reference to a single configuration item.
For Change Orders there's an lrel table, usp_lrel_asset_chgnr, that contains the many to one relationship. You'd basically need to create a customization that acts in a similar fashion
Within ITIL standards configuration items are typically managed at the change level, which is why this lrel exists for change orders out of the box.