Depends on your definition of Jew. I know some Messianic Jews, and they practice both Christianity and the Jewish traditions.
Questions: do you think it's possible to be atheist and still Jewish? There are plenty of people around who are atheist, of Jewish descent, and are still considered Jews by many Jews.
How about a Jew who decides to convert of Buddhism? To Islam?
If someone comes who a bunch of rabbis decide to proclaim as the Messiah, and other rabbis disagree, which side stops being considered Jewish? Majority vote?
Can a Christian be a Moslem if he practices elements of both?