Yes, you can - but it's nasty to look at...
Dim numbers As Integer(,) = New Integer(,) {{11, 21, 31}, {12, 22, 32}, {13, 23, 33}, {14, 24, 34}, {15, 25, 35}, {16, 26, 36}, _
{17, 27, 37}, {18, 28, 38}}
For Each i As Integer In numbers
Console.WriteLine(i)
Next
And it's probably better to use two loops.