e.g. with Xen (and probably ESXi/KVM?), it is possible to run FreeNAS in a VM with PCI passthrough of the storage controller, pfSense in a VM with PCI passthrough of physical NICs (or bridge to virtual NICs), Windows in a VM with a dedicated GPU, and Linux or OpenBSD in yet other VMs, all on one "desktop" that consolidates clients/firewall/NAS. If you get the right hardware, BIOS and PCI devices.