You could always create the column in one sheet, and copy-paste it to the other sheets, one sheet at the time. But I guess that's what you're trying to avoid.
It is possible to do this with a Google Apps Script. The following script adds a menu in a spreadsheet, which allows you to insert or remove a column on all sheets.
function addColumnOnAllSheets() {
var spreadsheet = SpreadsheetApp.getActiveSpreadsheet();
var colIdxStr = Browser.inputBox("Insert column right of column no");
if (colIdxStr == 'cancel') {
return;
}
var colIdx = parseInt(colIdxStr);
if (colIdx == NaN) {
Browser.msgBox("You must enter a number or 'cancel'");
return;
}
var sheets = spreadsheet.getSheets();
for (var i = 0; i < sheets.length; i++) {
var sheet = sheets[i];
sheet.insertColumnAfter(colIdx);
}
}
function removeColumnOnAllSheets() {
var spreadsheet = SpreadsheetApp.getActiveSpreadsheet();
var colIdxStr = Browser.inputBox("Remove column no");
if (colIdxStr == 'cancel') {
return;
}
var colIdx = parseInt(colIdxStr);
if (colIdx == NaN) {
Browser.msgBox("You must enter a number or 'cancel'");
return;
}
var sheets = spreadsheet.getSheets();
for (var i = 0; i < sheets.length; i++) {
var sheet = sheets[i];
sheet.deleteColumn(colIdx);
}
}
function onOpen() {
var sheet = SpreadsheetApp.getActiveSpreadsheet();
var entries = [
{name: "Add column on all sheets", functionName: "addColumnOnAllSheets"},
{name: 'Remove column on all sheets', functionName: 'removeColumnOnAllSheets'}
];
sheet.addMenu("Columns", entries);
}
To install this script in your own spreadsheet, click Extensions -> Apps Script, and paste the code into the script editor. Save the script, and reload the spreadsheet in order to show the menu.
I have set up an example spreadsheet to demonstrate the script.