Sure you can:
julia> v = Vector[ [1,2,3], ["a","b","c"] ]
2-element Vector{Vector}:
[1, 2, 3]
["a", "b", "c"]
A Vector{Vector} is an array whose elements can be different types of Vector, e.g. Vector{Int} and Vector{String} in this example.
Under the hood, I think it’s stored in much the same way as Vector{Any} — an array of jl_value_t pointers, which point to a “boxed” value that includes both a type tag and the actual data (or a pointer thereto).