Yes, it works. Your latency will just be correspondingly higher (due to the speed of light). We are constantly testing a cross-region (i.e. US-East and US-West) cluster and have periodically run tests on cross-continent clusters (US to Asia-Pacific).
In these cases you can help the cluster out by following some of the advice on the "Recommended Production Settings" page (https://www.cockroachlabs.com/docs/recommended-production-se...) around specifying which `--locality` each node is in.