Multiple Orders; One Invoice

Does anyone know if it is possible to merge orders together to create one invoice. I saw that you can merge shipments in the Warehouse, however, the documentation specifially talks about doing this when the ship-to location is the same on both shipments. We have orders that we want to combine on an invoice that have different ship-to locations.

What we are looking for is the ability to combine more than one order, possbily for more than one ship-to location, on one system invoice to the customer.

Any ideas?