Is it possible to work on two or more files at the same time (or open multiple Blender instances?) I know Blender is pretty resource intensive on less mighty hardware, but supposing that I have the hardware to handle it, can I open two files in different Windows, or open different instances of Blender?
On systems other than OSX (Windows, Linux, BSD.. etc), you can open as many instance of Blender as you like. (and load whatever file you want)

On OS X, by default, only 1 instance of an app can be run. You can work around this limitation by invoking Blender from the command line. open -n /Applications/blender.app