It depends who you are playing with. With all of the on-line clubs, it is allowable to unload into multiple territories in non-combat.
For the combat move, it varies between the clubs. The play by e-mail clubs (which mimic face to face rules the best) do not allow a transport to unload in multiple territories.
The CD clubs do let you unload into multiple territories during combat. However, they have allowed this because this is their way of dealing with one of the many bugs in the CD.
When I play with new players, this is one of the rules I get clarified before we start as it can be a pain to sort out later. As long as both parties are playing by the same interpretation, you should be okay.