Migrations with multiple "unrelated" databases

I've read the various articles and documentation out there, but no one
seems to have addressed the issue of managing migrations with multiple
"unrelated" databases. Connections appear to be things that go with
ActiveRecord::Base-type things, not ActiveRecord::Migration-type
things. I'm not asking to mix accesses to different databases in the
same migration, just to be able to specify which database applies for
a given migration.