When two objects are in different orbits of the same body, no matter how close they are, the inner object will always be faster - it will move farther away from the outer one (until it gets closer again, that is).
However, when you connect the two objects mechanically, this obviously won't happen: Both now share a common center of mass and both sides of the connection are constantly under some stress (corresponding to the de- and acceleration). If the difference between velocities is too high, the link will break.
Is this a problem when constructing large orbital structures, like the ISS? Do we need to take into account these forces? Are they even measurable?