You can do this, but not with facet_wrap(as far as I know). Create your own individual subheadings. For a detailed step-by-step approach, see My answer here .
Create an empty area and with the package gridExtrayou can combine the graphs:
library(gridExtra)
library(grid)
blank <- grid.rect(gp=gpar(col="white"))
grid.arrange(plot1, plot2, blank, plot3, ncol=2)
(IMHO).