Can I have one Style with multiple TargetType in WPF?

No you cannot, however I often create a style for a shared base class such as FrameworkElement, and then create my individual control styles that are BasedOn the base style

<Style TargetType="{x:Type FrameworkElement}">
    <!-- Shared Setters -->
</Style>

<Style TargetType="{x:Type TextBlock}" BasedOn="{StaticResource {x:Type FrameworkElement}}" />
<Style TargetType="{x:Type Label}" BasedOn="{StaticResource {x:Type FrameworkElement}}" />
<Style TargetType="{x:Type Button}" BasedOn="{StaticResource {x:Type FrameworkElement}}" />