I understand at a controlled airfield it's a no no unless directed by atc to do so.
If you are at an uncontrolled field you are responsible for maintaining situational awareness of other traffic and using UNICOM/CTAF to broadcast your intentions, find out if anyone else is going to be using the crossing runway, look both ways before crossing and then cross.
What Juan said is 100% accurate. However, in reality, radio communication at uncontrolled airfields is not required, so do not rely completely on that. Many weekend pilots with older aircraft may not have radios so you have to be very alert, head on a swivel, and make sure there is no traffic heading your way. In particular, ag pilot and skydive pilots both act like the airport and airspace surrounding it are their private domain, and some of them never, ever look around to see if there's any traffic. They proceed as if they are the only ones there, the only ones who have full rights to the airspace and runways. I say all this from actual experience, and several near misses. No, not all are like that, but many are so you really have to be extra careful at all uncontrolled airfields. Do not depend solely on radio comms.