Hmm, if you're talking about consolidating lookup fields into one, technically, yes, you can do this. You'd create one lookup field per linked field, and then use a formula field to just consolidate it together with something like:
`{Lookup Field 1} & {Lookup Field 2} & {Lookup Field 3} & {Lookup Field 4}`
If you're looking to have a single linked field that links to multiple tables, then I don't think that's possible, no
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I'm curious why you've set the table up this way actually. It seems likely that each of tables that represent a location share the same fields, and so could we not just merge them all into one table with a single select field to indicate which location it's from?