No, there isn't.
In general, I think that would be a bad move most of the time anyway. One of the reasons for this is that the cost of any specific building increases as you build more an that star system - most follow a 1, 2, 3, 4 type cost progression but some follow a 1, 3, 5, 7 type progression.
You might find that while you are trying to build your fifth Whatever building (even on the lower cost progression 5 copies of a building in one star system costs 15 times the cost of one, not just 5 times as much, and on the higher cost progression it is 25 times as much), somebody declares war on you because you just spent all your time building buildings with no unit builds sprinkled between them and you are now the weakest civ.
It's also pretty pointless to construct buildings that give an increase per point of population on planets with no population (it is best to build these on the highest population planets). Also, rather than building 2 of these on two identical planets with 1 pop each, if you can move both pop points to one of the two and build just one of that type of building then you should do so - the auto-assignment of population points often splits population between identical planets (this almost certainly happens to the AI, which is bad - perhaps changing this would be a good AI fix). It is not very cost effective to build the per-pop-point buildings on size 1 planets.
I think the 5th mining facility in a star system costs 210
on standard speed (15
less than a battleship, or 3
less than 9 invasion ships and a planetary defense ship), so if the planet can only hold 1 population, and has 1, it won't recoup those for a long time even if you then build a habitation facility on it and make it size 2 with 2 population. These should be the last planets you improve.
I find that I rarely build more than 3 or 4 of most of the buildings in any system, and some are in the 0 to 2 range for most systems (like the intelligence center). That is ignoring, the "one per system" buildings. The main exception are mines and mag-levs, those end up on most planets, eventually even on some of the size 1 planets (which end up being size 2 or larger in the late game, making them somewhat more cost effective). I also build more of some types in my specialized star systems, of course.
EDIT:
By the way, the FFSK mod being worked on by Kiwikaz (a buggy/incomplete version of which is posted earlier in this thread) includes the ability to enqueue builds for things on different planets - you can pick a planet and add a build for it to the queue and when the time comes to build that thing it will be built on the right planet. Not quite "build this on all planets", but close (and very useful). At some point in the future, that functionality will hopefully be merged into FFP.