Is there any HOMM game in the series that supports simultaneous MP?

HoMM V sort of does (in one of the expansions?) - maybe HoMM VI as well. It can be simultaneous turns until you run into another player, after which it turns to the old-fashioned turn-based way. I think that's how it works. It's probably due to how the actual game mechanics would become a horrible mess should it be simultaneous throughout an entire match.

Probably not what you wanted to hear, but there it is.