Yes it should be considered as there are isolated case reports of dramatic success however, the majority of data does not demonstrate a systematic benefit.
Source
Pozner, C. "Therapies of uncertain benefit in basic and advanced cardiac life support" Up to Date. 2011 Jan.
Rosiere, L. et al. "Fibrinolysis and Thrombectomy for Massive Pulmonary Embolus" American Journal of Therapeutics. 2011.