well you cant apply to both oxford and cambridge unless it's an organ scholarship - UCAS just wont let you, so there's that out the way.
As far as applying to different colleges at the same uni, i think it's do-able under a technicality, but unlikely because your details are sent to the uni admissions office and thus they can keep a track of where people are applying. So i'd so it's not possible to apply to two colleges. Why would you want to anyway!? There's only ever one college for every person, that's the way of the world