You can use this module with the following in your ~/.xmonad/xmonad.hs:

 import XMonad.Layout.IndependentScreens

You can define your workspaces by calling withScreens:

 myConfig = defaultConfig { workspaces = withScreens 2 ["web", "email", "irc"] }

This will create "physical" workspaces with distinct internal names for each (screen, virtual workspace) pair.

Then edit any keybindings that use the list of workspaces or refer to specific workspace names. In the default configuration, only the keybindings for changing workspace do this:

 [((m .|. modMask, k), windows $ f i)
     | (i, k) <- zip (XMonad.workspaces conf) [xK_1 .. xK_9]
     , (f, m) <- [(W.greedyView, 0), (W.shift, shiftMask)]]

This should change to

 [((m .|. modMask, k), windows $ onCurrentScreen f i)
     | (i, k) <- zip (workspaces' conf) [xK_1 .. xK_9]
     , (f, m) <- [(W.greedyView, 0), (W.shift, shiftMask)]]

In particular, the analogue of XMonad.workspaces is workspaces', and you can use onCurrentScreen to convert functions of virtual workspaces to functions of physical workspaces, which work by marshalling the virtual workspace name and the currently focused screen into a physical workspace name.

In case you don't know statically how many screens there will be, you can call this in main before starting xmonad. For example, part of my config reads

 main = do
   nScreens <- countScreens
   xmonad $ defaultConfig {
     ...
     workspaces = withScreens nScreens (workspaces defaultConfig),
     ...
     }