Possibly. Marcus Gunby has a friend that swapped the KYB shock and fork from his '01 CR125 for the Showa fork and shock off of a CR250, with no problems. I don't know if this is possible for the '99 generation CR's though. I'm sure anything is possible, provided you spend enough money. As spanky said, it would be very expensive unless you came accross a killer deal on the showa stuff.
Ive seen a 99 with the showas as well,i think any late model showa fork will work but you will probably need a a 99 250 shock.The showas can IMO be tuned better than the KYB but a well set KYB is very good.