Some kind of relay system might be possible - so if person A plays or sing, person B can join in as if they are in the room; that could pass on to person C, who'd join in - and so forth. The final sound would be synchronised and person A could hear it back. It could go round and round.

How that could be worked out in practice is hard to see. I'd think it could only feasible for a relatively small group of people.