It is not currently possible -- a slave may have only one master -- and is one
of the most requested replication features, so you're not alone

Baron

Ofer Inbar wrote:
> Say I have database1 on server1, database2 on server2, etc.
>
> I'd like to set up one server where I can *look* at all of these
> databases, without modifying them - a read-only aggregator.
>
> What I'd like to do is, have the aggregator have local copies of
> database1, database2, database3, etc., and replication each one of
> them from its corresponding master server.
>
> Is there a way to replicate databases with different names from
> different masters to one common slave, or must you run multiple MySQL
> instances and have each one slave from one master?
>
> I'm having a hard time finding this addressed directly in the
> documentation. That *may* be because it can't be done, but it
> may also be because it's not a common thing to do and I'm just
> missing something that would help me figure out how to do it.
> -- Cos
>