Perhaps theoretically. There are a number of factors that would have to satisfied. The fare rules would have to allow it, which is uncommon for TATL. It would be slightly more common in the fare rules for expensive fare classes. Also, since many tickets force each leg into the fare class of the highest fare class leg you would likely have to find low-bucket availability across the board.
Another consideration to having everything on the same ticket is additional changing restrictions. You could be facing an international change fee to change the intra-EU segment, for example. Or if you missed an intra-EU segment you could have your return to the US canceled.