Yes. You can have a load scene.
Not sure what exactly you want to do, but lets say you have a guy walking down the street. That is 1 scene. If you have him enter a building (scene 2), load that scene. Use a collision/trigger box so when he touches the door. It loads the next level (the inside of the building). Then when he does it again, load the street scene. That way he can walk anywhere but just loading scenes.