I know that Lucene indexes cannot be shared:
Sitecore keeps a local copy of the Lucene index in the file system of each instance and does not suppor
It should probably be pointed out that sitecore now recommends that you use Solr in this scenario and not to try and synchonise multiple Lucene indexes:
The general reasons for using Solr instead of Lucene are...
If you use multiple content delivery servers (or plan to do so later), use Solr. Solr works automatically in such an environment. You could use Lucene, but you have to make sure that indexes are synchronized across servers yourself.
You should therefore use Solr if you plan to scale your site (have a distributed setup with multiple servers).