There is this program,
MultiBootISOs for Windows, which allows you to create a multi-boot USB stick. I am planning to do Windows XP 32/64, Windows 7 32/64, Ubuntu 32/64/UNR, GParted, and the last one Mac OS X 10.6.3. The program doesn't support OS X but I was wondering if anyone knew a way to get the ISO onto the USB manually, or know of a better program? I noticed the program uses 7-zip to extract the ISO to the USB so maybe if I had the extracted contents of the Mac OS X ISO and was able to read them in Windows, I could manually do it...