Both Brian Roberts and Johnny Damon led off with a home run in the Yankees/Orioles game this afternoon, Roberts fifth of the year and Damon's eighteenth.
An hour later, David DeJesus and Pablo Ozuna do the same in the Royals/Sox game. It was even more unlikely in the White Sox game as it was the seventh homer of the year for DeJesus and only second for Ozuna.
UPDATE: The Sox/Royals game also had both leadoff batters (Brown, Dye) lead off the second inning with home runs, which according to the ESPN scroll was the first time in MLB history both leadoff batters in the first and second innings hit a home run.