A session bean can implement both local and remote interface(s) together.
From
EJB 3 Core spec 4.6.6
A bean class is permitted to have more than one interface. If a bean class has more than one interface�excluding the interfaces listed below�any business interface of the bean class must be explicitly designated as a business interface of the bean by means of the Local or Remote annotation on the bean class or interface or in the deployment descriptor.
The following interfaces are excluded when determining whether the bean class has more than one interface: java.io.Serializable; java.io.Externalizable; any of the interfaces defined by the javax.ejb package.
From EJB 3 Oreilly - P no: 220