Polygamy can be defined as a marriage which includes more than two partners. In Westeros for the highborn and the lowborn marriage is chiefly between two people, a man and a woman. The Faith of the Seven does not permit polygamy. 
Polygamy in Westeros
House Targaryen was known to flout convention and openly practice polygamous marriages. Aegon the Conqueror was married to two women who were also his full sisters, Visenya and Rhaenys. When Aegon married his sisters, this was considered unusual although there was precedent for it.  He remained married to both of sisters even after converting to the Faith of the Seven.
After Aegon other male Targaryens has multiple wives, but with the death of their dragons House Targaryen lost the clout that they needed to be able to get away with committing the sin of polygamy in Westeros. According to GRRM,
Maegor the Cruel has multiple wives, from lines outside his own, so there was and is precedent. However, the extent to which the Targaryen kings could defy convention, the Faith, and the opinions of the other lords decreased markedly after they no longer had dragons. If you have a dragon, you can have as many wives as you want, and people are less likely to object. 
There has been no mention of a Targaryen woman having more than one husband.