Sure, at least for traditional two-wire thermostats that turn on when the circuit is closed: connect them in parallel.
The Nest is so obviously a product designed in warm California—not anywhere that sees truly hard winter. If it were designed well, it would fail safe (furnace on). I'd rather have a hefty heating bill from my furnace running 24/7 than have all of the pipes in my house freeze and break. If I ever install a Nest or other smart thermostat, it will be in parallel to the bimetallic-strip-and-mercury-switch from forty years ago.
I'm pretty sure the fail safe for a furnace should not be on and blasting. In a well insulated house (well, not CA either) you could easily get the temperature into dangerous areas with a constantly on furnace, and you don't want that happening when asleep.
The risk is the boiler remaining off when you are not around; that's the condition where massive property damage would occur (pipes freezing). If you're present, presumably you would notice a failed-safe boiler running often and address the issue. The boiler controller would preserve the safety of the system itself even if the thermostat calls for heat constantly.
In the event the house is too hot, you could open windows, leave, or if it is above freezing outside simply turn off the boiler directly. If it gets too hot while you're asleep, it's not "dangerous": you would wake up sweating. Granted, infants or the infirm may have issues, but in general they face a multitude of dangers that need special consideration or supervision.
What Nest should have really done is include an old-school analog control mechanism as the fail safe (reed switch, magnet, and a bimetallic strip?) that would maintain a safe baseline (say, 50ºF) if the "smart" controller fails.
I don't think it would be as simple as a high heating bill. A residential furnace is certainly not made to run 24/7. No big deal if you're at work but if you're out of town for a while...
The thermostat doesn't actually control the plant directly. It requests heat or AC by closing a connection. The HVAC controller responds to those requests as it is able to as per its programmed parameters.
You're absolutely right that furnaces aren't designed to run 24/7. But your thermostat can request heat 24/7 and unless the furnace control board is broken, it'll the cycle the system as necessary to keep up with the requests.
Most people never learn this because the systems are designed for peak needs and most days don't get anywhere near peak.
> But your thermostat can request heat 24/7 and unless the furnace control board is broken, it'll the cycle the system as necessary to keep up with the requests.
I have a hot water boiler. Even when constantly calling for heat, I can hear the element relays click on and off to avoid over-pressuring. The recirculation pump stays on the whole time.
(I'm agreeing with you; just pointing out that my system does cut out under normal operation, while calling for heat.)
I'm curious why the nest can't do exactly that. Have a simple microcontroller running a thermostat, with hard low, soft low, hard high, soft high. Then let the brain twiddle the soft low/high all it likes. If the brain goes missing, the micro just carries on brainless with the previous settings. If the brain really screws the pooch, at least the hard low can kick in somewhere before pipes burst.
It seems like a safety-net would be high-school easy, and at least let them claim they've learnt from their mistakes.