Do you mean taking a second job that is in the same line of work as the primary job?
It depends on the type of work, but lot of jobs come with non-compete contracts that a second job, of the same nature, would violate. And your full time employer might fire you even without a non-compete contract if you aren't up-front about what you're doing and then they find out about it later.
But... if those aren't considerations, then as long as you think you can keep up with the workload and meet or exceed the requirements of both jobs, have fun and enjoy the extra money.
As an alternative that's less time-consuming, might I suggest selling your significant other and any kids? This will also supplement your income and doesn't require extra work hours.
Or perhaps consider the hookers and blow trade as a side-job, which is unlikely to conflict with any primary job non-compete contracts. Business is always booming, even (and especially) in a bad economy.