What's the use case? If you were to bind the same component to multiple data sources (which I don't think is possible, actually, at least not the standard document data source), you'd be duplicating storage of that component's value. I can see why you'd merge data from multiple data sources into a single "form" (i.e. a contact page might allow the user to view / edit information specific to a contact as well as information generic to their company), but I'm not sure what the value would be in binding a single component to more than one data source.
If, however, you do want the value of a single component written to multiple documents in a single edit, the easiest approach I know of is to bind it to a managed bean. This allows you full control over where the data is written to when the data source is saved. You could, of course, also define a custom data source, but that's slightly more complicated.