Interestingly, Warwickshire have just bowled Somerset out for 406 and Rikki Clarke has taken the last two wickets in consecutive balls. Now if Warwickshire don't bowl again in the match and he takes a wicket with his first ball in the next match then does he have a hat-trick?
No. If he takes a wicket with his first ball in the next innings it would be (Merv Hughes did this in a test match once) but a hat trick can't be extended across matches.
It should be pointed out that there's no official definition of hat trick in the laws of cricket but no statistician would count a hat trick over two matches as being valid. This question came up in the summer when, I think, Steven Finn took two wickets with the last two balls. The TMS scorer was firm that he wasn't on a hat trick