ANYTHING is possible in the software world.
You just need the knowledge, the tools and the time.
You can partition the hard drive, either in UFS or ZFS so you can install pfSense in the first partition and leave the other partition for data/space (I use it for Squid cache in my case).
Now, windows won't be able to read ZFS and you may be able to read UFS with some hacks, but it is not worth it due to the risk of corruption.
You can format the 2nd partition with exFat and FreeBSD can mount it, but again, looking for trouble.
If you need space, just get another hard drive…
@Ulysses_:
Already doing that with 2 physical drives, as it says in the title. Can't pfsense be installed to just the first 8 GB of its physical drive?
So the remaining 500 GB are available for a user data partition storing movies and photographs? Which pfsense does not ever read?
Perhaps in linux's ext3 format that windows can read (there is a driver for this) if fat32 is not allowed?