There, not their. Thanks.
What you want isn't "multiple desktops", it's one desktop spanning multiple monitors. And yes, X (the graphics system in Linux) has been supporting that for ages. The system approach (on top of hardware drivers, like Windows does it) is called "Xinerama". Certain graphics cards drivers support spanning on the hardware driver level - and for that, there are vendor specific methods of enabling it.
You may have graphical tools to configure things, or if all else fails, you'll have to edit the X configuration file (/etc/X11/xorg.conf or somesuch) to have multiple Monitor, Device and Screen sections.