You will need to position the TableHeaders yourself, side-by-side in a
panel that you install in the JScrollPane's header, just like the JTables
are positioned side-by-side in the JScrollPane's viewport.  Once that is
done, I think they will scroll the way you expect them to.

I started thinking about this, and got worried that there may be some
"hidden" gotchas that would crop up.  I would hate to convince you that
this approach was easy, and have it turn out to be much more complicated,
so I gave it a try.  It turned out to work pretty much as I had expected.
No problems at all.  FYI, here is the code:

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import java.awt.BorderLayout;
import java.awt.EventQueue;
import java.awt.GridLayout;
import javax.swing.JFrame;
import javax.swing.JPanel;
import javax.swing.JScrollPane;
import javax.swing.JTable;
import javax.swing.event.TableModelListener;
import javax.swing.table.TableModel;

public class SplitTableTest
  extends JPanel
{
  public static void main( String[] args ) {
     EventQueue.invokeLater( new Runnable() {
        public void run() {
           JFrame frame = new JFrame();
           frame.setDefaultCloseOperation( JFrame.EXIT_ON_CLOSE );
           frame.setLocation( 200, 200 );
           frame.getContentPane().add( new SplitTableTest() );
           frame.pack();
           frame.setVisible( true );
        }
     } );
  }

  public SplitTableTest() {
     setLayout( new BorderLayout() );
     
     TableModel baseModel = new TestTableModel();
     JTable table0 = new JTable( new SplitTableModel( baseModel, 0, 2 ) );
     JTable table1 = new JTable( new SplitTableModel( baseModel, 1, 2 ) );

     GridLayout gridLayout = new GridLayout( 1, 2 );
     gridLayout.setHgap( 10 );
     
     JPanel headerPanel = new JPanel( gridLayout );
     headerPanel.add( table0.getTableHeader() );
     headerPanel.add( table1.getTableHeader() );

     JPanel tablePanel = new JPanel( gridLayout );
     tablePanel.add( table0 );
     tablePanel.add( table1 );
     
     JScrollPane scroller = new JScrollPane( tablePanel );
     scroller.setColumnHeaderView( headerPanel );
     add( scroller );
  }
 
  private static final class SplitTableModel
     implements TableModel
  {
     private TableModel baseModel;
     private int segment;
     private int segments;

     public SplitTableModel( TableModel baseModel, int segment,
        int segments )
    {
        this.baseModel = baseModel;
        this.segment = segment;
        this.segments = segments;
     }

     public int getRowCount() {
        int baseRows = baseModel.getRowCount();
        int rows = baseRows / segments;
        if ( ( baseRows % segments ) > segment ) {
           ++ rows;
        }
        return rows;
     }

     public int getColumnCount() {
        return baseModel.getColumnCount();
     }

     public String getColumnName( int column ) {
        return baseModel.getColumnName( column );
     }

     public Class getColumnClass( int column ) {
        return baseModel.getColumnClass( column );
     }

     public boolean isCellEditable( int row, int column ) {
        return false;
     }

     public Object getValueAt( int row, int column ) {
        return baseModel.getValueAt( mapRow(row), column );
     }

     public void setValueAt( Object aValue, int row, int column ) {
     }

     public void addTableModelListener( TableModelListener l ) {
     }

     public void removeTableModelListener( TableModelListener l ) {
     }

     private int mapRow( int row ) {
        int baseRows = baseModel.getRowCount();
        int firstRow = segment * baseRows / segments
           + Math.min( segment, baseRows % segments );
        return ( row + firstRow );
     }
  }
}
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