If you are talking about Windows Logs, actually there is a way. When you open Event Viewer, you will see a 'Custom Views' group in the left sidebar. By right clicking on it you get a menu from which you can select 'Create Custom View'. That opens a new window, where you have to check the first radio button that says "by log" (it is checked by default but make sure), and on its right side there is a dropdown menu from which you can pick logs that you want. After clicking OK and naming your custom view, you will have a list of all the events from all the logs you selected.
