slightly harder to do in the us if you happen to get audited, but yeah you can start multiple businesses here and as long as something is even remotely related to the nominal interest of the "business" you can tax deduct it. you can start a "private taxi company", never take any clients, but write off everything related to driving (gas, repairs, maintenance, hell even paint jobs) as tax deductions. you can start a "private restaurant" as long as it isn't located in your residence and write off all manner of home goods, including food, on taxes. this works until you get audited, and then you pack your shit and flee to mexico. but until then you pretty much dont pay taxes. big corporations do this anyway, but they dont run to mexico, they just up their prices and pull the backtaxes out of the company slush fund (which is a fancy phrase for "anything the owner fucking feels like using it for")
United States