Backup Spanning Multiple DVD-Rs
No there is nothing built in

Roxio Toast has a data disc spanning feature, for large files it will split to fit, or you can opt not to split files for easier recovery.

Another solution would be to use an archiving (read:compression) utility that will allow you to compress to multiple archives of a fixed size, say 4.7Gb, the down side of which is that you will lose everything if one disc is unreadable