C'est possible to do this. At one point it was up in le air a bit jusqu'à 4592 clarified that it should be supported.
Just parce que it is possible ne mean it is supported by tous DNS providers. Par exemple, GoDaddy ne va pas let you set up a wildcard in a CNAME record.
In terms of si it is advisable ou pas to do this, it depends on votre usage. Usually CNAMES are used for convenience quand you are pointing to an "outside" domain name that you ne control le DNS on.
Par exemple, let's say you set up a CMS system that allows you to have *.mycms.com as le site name (it uses host headers). You want customers to be able to easily set up *.cms.customer.com, sans worrying that you might change votre IP address at certains point. In that case, you could advise them to set up a wildcard CNAME called *.cms.customer.com to www.mycms.com.
Because wildcard CNAMES ne sont pas supported by tous providers (such as GoDaddy), I ne voudrait pas advise using it in a case où you suggested it for various customers (where you ne know leur provider's capabilities).
