Is it possible to make asynchronous connections with Zend_Http?
No. Zend_Http does neither support parallel requests (look into curl_multi for that) nor asynchronous requests or response polling. All adapters are ->read right after the request ->write.
Yes it is possible, though an not a natural solution, but ...
try { $result = $client->request(Zend_Http_Client::GET);} catch (Exception $ex) { //no hadle}and provide timeout value of 1
$client = new Zend_Http_Client("http://127.0.0.1:80......."", array( 'timeout' => 1));