on linux it is quite easy but it depends on how you connect via WAN. If you use something like PPP or a tunnel than you would need to make multiple connections (not possible via GUI). If your WAN uses an interface you can configure your router's WAN interface like this (debian example)
eth0:0 [some static ip setting]
eth0:1 [some static ip setting]
Basically you create 2 virtual interfaces that are tied to a single interface and assign IPs to them. It is not possible to have more than 1 DHCP client on the same non virtual inteface and if DHCP client is still used on the interface you will need to configure the first one as DHCP. There is a tutorial about this somewhere if you google around but i used this on my raspberry pi 2 to make it work so it connects to both my ISP network and my own private network using a single ethernet port.
Many routers are linux based but to do this requires accessing the interface config file from etc or dev or root so will most likely require a 3rd party firmware that lets you access the file system.