Gaieus is correct, but could be a work around. If your A4 pages, and then want some A2 pages, you can change your layout for the new pages and work on your layout. The border around the A4 pages will also now be A2 but it doesn't mess with anything you have drawn.
So waht this means is that you will have to toggle your layout back and forth when you want to correctly print either the A4 or the A2 pages; but for editing and page layout they will happily exist in the same document.
Best workflow if they really need to be in the same document would probably be to just setup to the larger page size, and then have a mask saved in Photoshop to batch crop the smaller sized sheets. May also want to ask why they ahve to be in the same document. You can also do single document to lay everything out and then split into two docuemnts (ok, make a duplicate copy of file and deleate the A2 pages from that file and the A4 pages on the other copy of the file)
