Absolutely. Contrary to another members' post, the WR426 mainshaft, countershaft, and tranny gears will all retrofit to the YZ250 (02-on).
You actually have two options for doing this. If you want a taller 5th and lower 1st, you can replace the entire tranny with the WR parts (m/s, c/s, and all 9 gears.) This is kind of expensive but cool if you ride super tight trails. The other option is to just replace 3rd, 4th, & 5th gears with the WR gears (6 gears total.) This is what I did to my YZ last summer and it works great. It buys the bike about 10mph more top speed with stock sprocket gearing. For the desert riding I do, 1st & 2nd are fine where they are.
The guys with large displacement thumpers I ride with don't check-out on me in the fast washes anymore.