Major online database vendors like Proquest and EBSCO host many disparate databases, but you can use their search engines to search all the databases from that vendor at once. This technique also works for some major journal and ebook publishers that have search engines which work across all of their titles.
While searching multiple databases at once can be useful, by definition it's lowest-common denominator searching. None of the advanced search techniques available in individual databases will be available. Some pitfalls to watch out for: