The CASO option does not require a Storage Area Network; it can work over a LAN or WAN.
Using CASO with more than one SAN? If you mean SAN Islands where SAN resources are physically isolated from one another- It would depend on your specific circumstances- but in general, when using a SAN, you're also using the Shared Storage Option to share tape drives. In that case, the CASO server is also the Primary SSO server- If the SAN's are isolated then you would have one CASO/SSO server per SAN.