If you're thinking of multiple bibliographies tied to some part of your document (such as the chapters within the document), please see bibliographies per chapter.
For more than one bibliography, there are three options.
The multibbl package offers a very simple interface: it
redefines the bibliography commands so that each time you use any one
of them, you tell it which bibliography you want the citations to go
to or to come from. The \bibliography command itself also takes
a further extra argument that says what title to use for the resulting
section or chapter (i.e., it patches
\refname and \bibname in a
babel-safe way).
The multibib package allows you to define a series of
"additional topics", each of which comes with its own series of
bibliography commands (e.g., a topic "sec" for
secondary literature would have commands \citesec,
\nocitesec, \bibliographystylesec and \bibliographysec.
You can pull citations from any bibliography (.bib file) into any
one of the multiple bibliographies (indeed, they may all come from the
same .bib file).
The bibtopic package allows you separately to cite several
different bibliographies. At the appropriate place in your document,
you put a sequence of btSect environments (each of which
specifies a bibliography database to scan) to typeset the separate
bibliographies. Thus, one might have
\begin{btSect}{books}
\section{References from books}
\btPrintCited
\end{btSect}
\begin{btSect}{articles}
\section{References from articles}
\btPrintCited
\end{btSect}
There is also a command \btPrintNotCited, which gives the rest of
the content of the database (if nothing has been cited from the
database, this is equivalent to LaTeX standard \nocite{*}).