In theory this can be done. In your report you will need to create two connections. I suggest using a command object for each data source. You should see the two command objects in the report designer.  The issue will be how to relate the two data sources. I have never actually done what you are proposing Oracle and SQL Server so cannot speak to how that would be done. I do not know for example is the data linking will be able to set the relationships or not. Still its worth a try and in under 5 minutes you should have the answer.