Some people can. A famous example was Aldrich Hazen Ames.
In 1986 and again in 1991, Ames passed two polygraph screening examinations while spying for the Soviet Union and Russia, respectively. In an interview, Ames was asked how he passed the polygraph test. His response was that when told he was to be polygraphed he asked his Soviet handlers what to do, and was quite surprised that their advice was simply to relax when being asked questions, which he did.
http://en.wikipedia.org/wiki/Aldrich_Ames
More examples of spies who passed the test:
The most important suspect interrogated with the polygraph was Dr. Ignatz Theodor Griebl. According to Turrou, the results of a polygraph examination administered to Dr. Griebl on 5 May 1938 "made us relax all vigilance, all watchfulness over him." Five days later, Griebl fled to Germany aboard the S.S. Bremen.
Karel Franti?ek Koecher http://en.wikipedia.org/wiki/Karl_Koecher
See also the site http://antipolygraph.org/ for much more on the subject