As Bex said... No this is not possible. What you're thinking of is a cluster, but doesn't operate how the majority of people seem to think it does.
The following is a copy of a previous answer I gave, but question itself it not quite a duplicate, so I'll simply add it in here, rather than vote to close.
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Clusters are a group of computers working together through software. Generally speaking, the master takes very large task, splits it into multiple smaller tasks and distributes it to each machine. This can give you a huge performance gain in specific circumstances, but there are requirements for such a thing to be worthwhile.
You're going to need tasks that benefit from being paralyzed. Many jobs are serial by nature and simply can't be parallelized.
You're going to need large tasks for this to be worthwhile. When dealing with multiple processors, there's going to be an overhead introduced by adding parallelism. When you introduce multiple machines, that overhead is going to increase much more. You have network IO, managing software, and a few other things to contend with.
You need software that can manage your tasks. An off the shelf solution may work for you, but you may need to write your own.
If you're just trying to learn about clusters, the RPi is great for that, but highly impractical for real life scenarios. If you have some legitimate, highly parallel tasks, I'd suggest either using a full computer (a standard i5 will destroy a small cluster of RPis) or look into abusing graphics shaders with openGL (The RPi has an awesome GPU, even if Broadcam infuriatingly refuses to support openCL).
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In retropie's case, nothing will benefit from parallelism. All those games were written for the single CPU core. If you want/need better performance, you'll need a bigger boat, captain.