How do I compress multiple files into one archive using lzma?

Question

Looking at the options of xz and lzma, I can't for the life of me figure out how to compress multiple files into one archive. I know it is possible because I've uncompressed a .lzma file and it opened a ton of songs.
If i try doing lzma -k file file file file it just compresses each one individually. Is there an obvious option or argument I'm missing?

Solution

One thing you could do is use tar:

tar cf files.lzma --lzma file1 file2 ... fileN

Or, simpler,

tar cf files.lzma --lzma file*

That creates the files.lzma archive which you can then unpack using:

tar xf files.lzma

Comments

[tink]

It's worthwhile to point out that, unlike zip, rar, arj on windows et al the common tools on unix/linux systems operate on streams, hence commonly have no option to create a single archive file.

[terdon]

@tink what common tools are you referring to? gzip and tar can.

[tink]

gzip, bzip2, compress ... I can't see any mention of compressing several files into one archive using gzip alone. Concatenating the content of several files into one using -c with a redirect doesn't count :)

[Nathan2055]

@tink While it's true that the standard Linux archiving tools (gzip, bzip2, xz, etc.) can only compress single files, you can combine those files into a tar archive first and then compress the archive. This is generally accepted practice on *nix systems, and can even be done directly within tar by using the -z (gzip), -j (bzip2), or -J (xz) switches to automatically compress the archive stream after creation (check your system's tar man page for the exact switches since they can differ between systems/implementations).