merging different points

Hi, I was wondering, you van merge different points, but they will become 1 point, is it possible to merge different point and keep them sepperated, or do you have to merge them one by one??

Alt-M gives you a choice of ways to merge vertices.
Shift-S allows you to snap the cursor to a vertex, then snap a different vertex to the cursor giving vertices on top of each other but separate.
W “Remove Doubles” will then join vertices that are on top of each other.
You can also scale a group of selected vertices to Zero, stacking them on top of each other at the mid point of the selection.