Good question this. Currently this feature is not a native managed service to AWS. You can however, implement it yourself.
Rackspace provides a good guide on how to get started for that please refer this link: https://goo.gl/bhVPEC
There are three ways to achieve this:
- Hardware: Here you need a router in your own datacentre, now maintain one ipsec tunnel to a VGW in VPC-Region A and a second ipsec tunnel to a VGW in VPC-Region B. The VGW stands for Virtual Private Gateway, basically a vpn concentrator on the AWS side of the connection. The Customer Gateway would be the router in your own datacentre.
- Software: You can use openswan to hook up a ipsec tunnel between VPC-Region A and VPC-Region B. refer this AWS doc: https://goo.gl/9u5ei6
- Combination: A combination of the above two approaches, where you can have a instance running Sophos UTM (or similar software) in VPC-Region A connect by ipsec tunnel to a VGW in VPC-Region B. This is explained in the AWS doc: https://goo.gl/em1Njp
You will need VPC pairing refer this for the same: https://goo.gl/nZE7uR