I'm sure it's possible because I've met an American anesthesiologist doing so at one of the Sydney hospitals. I've met several Kiwi, Canadian, British and other anaesthetic fellows in Australia as well. See if you can speak with the Supervisor of Training (similar-ish to a PD) at the hospital you're interested in. They should be able to give you more information. I can tell you about most of the hospitals in Sydney if you're interested, but the most well-known and "prestigious" ones are probably the Royal Prince Alfred, Royal North Shore, Prince of Wales and St Vincent's.