Can I have two different clients listening to the same WCF callback and have them both receive the same data without having to do the processing twice?
Not really - at least not directly. What you're describing sounds a lot like the publish/subscribe pattern. A WCF service basically services one client and one client only, at any given time.
There are ways to do this in WCF 3.5 and better ones in WCF 4.0 - with or without Windows Azure's .NET Services. There are also other tools and support for the publish/subscribe pattern.
Check out things like:
If you Google or Bing for "WCF Publish Subscribe", you'll get a lot more hits - but those three should really get you started, I think.
In addition to the links @marc_s posted, you can also check out Juval Lowy's Publish/Subscribe Framework, which is shown graphically below.
(source: microsoft.com)
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This framework is described in detail in this MSDN article. And you can download the framework's source code for free at Lowy's website, IDesign.net.
Using the Pub/Sub Service allows the Publisher to publish the event once to a well-known endpoint. The Pub/Sub Service then takes care of publishing the notification to the subscribed clients.
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