Daniel's terse answers may be confusing.

By design, the image viewers within a single AFNI controller have the crosshairs locked together. Originally, I had an option to allow them to be unlocked, but I found that this feature could be very confusing, so I disabled it a long long time ago.

You can open a second AFNI controller 'B' via the 'New' button. In that controller, set the Underlay and Overlay to the same datasets as in the A controller. (The controllers are labeled by single Latin letters, shown in the window title bars.) Then you can open up viewing windows that may or may not be locked in coordinates to the A controller -- by default, controller xyz coordinates are locked together, but you can unlock them in the 'Define Datamode -> Lock' menu.

It is also possible to lock the threshold sliders, color bars, and overlay range controls together between controllers -- these features are controlled via Unix environment variables, which can be set in your ~/.afnirc file or interactively in the 'Edit Environment' control panel.

An alternative approach, with somewhat different effects, would be to setup a slice montage in your A image viewer window(s). You do this via the 'Mont' button at the bottom of the image viewer, and after that the process should be fairly clear.