Yes you can.  Each headrest package comes with RCA audio and video inputs and outputs.  Most of our packages include a single a/v input cable.  You can choose to use this connection to connect an external video game system that has RCA audio and video outputs or you can use this connection to connect the headrests together. 

Please note, there is only one A/V input for most headrests so if you wish to connect them to both a video game system and the other headrest DVD player you may need to purchase additional RCA cables or junction boxes at a local electronics store to allow for multiple inputs going to a single output.