Sure - in eagle use the #20 dimension layer, it's the layer that makes the board shape.
I've used that to make crescent shaped boards with cutouts at a couple places in the outer perimiter where the board sat around existing posts.
Just to clarify - this is not about making an irregular shaped board overall, it's about including slot / milling info in a specific component in the library, so every time you place the component you get the extra milling.
It 'seems' to work if you just draw wires on layer 20 in the package design (from looking at the Gerbers), I just wasn't sure if this was a 'legal' thing to do...
I do this all the time when I have a specific enclosure that I want to make a board for. I make a library part which is the board outline for that enclosure and that way I can just add the library part and the board outline is there without having to redraw it each time.