No. But, you can fake up something vaguely similar by doing the following:
Page A = where you are now.
Page B = where you want to pretend they were.
Page C = where your link allegedly will go.
Page A's link actually does a location.replace with Page B's address; Page B is set up in such a way that if (and only if) it comes from Page A it displays nothing but pushes the browser straight on to Page C.
Page A will not exist in the history buffer, but Page B will, even though the user isn't necessarily aware of going there.