I found a posting on the MySQL forums from 2005, but nothing more recent than that. Based on that, it's not possible. But a lot can change in 3-4 years.
What I'm looking for is a way to have an index over a view but have the table that is viewed remain unindexed. Indexing hurts the writing process and this table is written to quite frequently (to the point where indexing slows everything to a crawl). However, this lack of an index makes my queries painfully slow.
I don't think MySQL supports materialized views which is what you would need, but it wouldn't help you in this situation anyway. Whether the index is on the view or on the underlying table, it would need to be written and updated at some point during an update of the underlying table, so it would still cause the write speed issues.
Your best bet would probably be to create summary tables that get updated periodically.