According to the RFC (2818 section 3.1, 4th paragraph), user agents are not supposed to accept more than 1 level of names.
However, it also says that "more than one dNSName name" may be contained within a certificate, and "a match in any one of the set is considered acceptable". So that would seem to be the proper way to include multiple names in a single SSL certificate. However, I doubt that any browsers support that, or certificate generators for that matter. I could be wrong, but I couldn't find anything in Google on it.