Is this possible???

Uh...yeah, why wouldn't they be able to use a shoulder holster?

Yes, proper carry location for FBI, US Marshalls and several other Law Enforcement agencies is on the hip. However, when in the field, and when extra cover necessitates a switch, on the hip is not always required. For instance, the United States Secret Service is a Federal Agency, and their members are permitted to wear a shoulder holster during field work when a hip holster may encumber work. Generally speaking the more elevated in stature you are with these agencies, the more leniency you are afforded. An agent of Tommy Lee Jones's caliber in this movie, who is leading an investigation team, is able to get away with using a shoulder holster. In many cases, Detectives with your local police department use a shoulder holster because it provides less of an obstruction and is less visible.