Indeed.
This is why we've developed the plugin ecosystem, and a proper volumes API in docker.
With plugins your volume can either live locally or on some other storage management system, like ceph, gluster, s3, etc. These are all working solutions today. `docker run -v importatndata:/var/lib/mydata --volume-driver ceph` Run that on two hosts and you get the same data.
In 1.9 there is the volume API that allows you to wire this up prior to docker run `docker volume create --driver ceph --o foo=bar --name importantdata`, then `docker run -v importantdata:/var/lib/mydata`