i would also like a solution to this problem, this has been the main issue with dataannotation for me and for anyone doing real world mvc stuff (and not just those pretty (easy) the world is non-complex and simple examples we get shown by the product evangelists).
currently i am using fluent validation which is able to do this, but am not entirely happy with it, so my decision to move to xval/castle would be contingent on being able to do something like this in an elegent manner, as FluentValidator allows me to (it is great on that end).