This is certainly possible in Eagle using commands.
When using the
route tool, the following command will instruct eagle to change layers:
<layerNum> is the layer you want to be on. If you are currently in the process of routing a trace, Eagle will switch to the new layer at the last point that you clicked and add a via at that location.
If you are using the
wire tool, eagle will change layer but it will not add a via when it changes the layer.
It is also possible to assign shortcut keys to perform this action. If you select
Options->Assign... from the menu in the board editor you can then create a new shortcut.
Select a key + modifier (e.g. Ctrl+1), then as the assigned command, enter the layer command (e.g.
layer 1). Ok that to create a shortcut.
Now when routing the trace with the
route tool, simply press the keyboard shortcut you created and the trace will jump to that layer.