In many search systems (e.g., EBSCOhost, Cambridge ) you have the option to search multiple databases at the same time.  For example, I might want to search Academic Search Complete, Education Research Complete, and  SPORTDiscus for my research on academic performance of college athletes.

One thing to note is that each database will use different subject headings.  Because of this, it is best to do keyword searches when searching across multiple databases, rather than using specific subject headings.