Sure! I enjoy turning ballpoint pens, rollerball pens, fountain pens, and even wine bottle stoppers from antler. My difficulty is I try to use material from animals when I know the animal was not harmed in its collection. That means for antlers, I try to find or buy shed antlers. In areas of the United States I tend to visit, I find antlers shed from white-tailed deer, mule deer, elk, and moose. These members of the deer family naturally drop their antlers each year. Despite common names like "Buckhorn Lake" and entertaining roadside signs, deer of all types do not have horns and dairy cows do not have antlers. Horn is found on bovid animals like bison and grows throughout the animal's life.
Antler turns on a lathe with sharp tools remarkably like very dense wood. For small objects like ballpoint pens, smaller diameter antler pieces work the best. This is because the part of the antler that turns and polishes well is limited to a relatively thin outer layer. Working with antler has one drawback for me. When it is being cut, drilled, turned, and sanded, it smells a lot like teeth being drilled by my helpful dentist.