Multidef is a utility app and service for looking up the definitions of multiple words at one time and displaying the cumulative results in a single, editable window which can be copied to the clipboard, saved to a file or printed.
The service works on any text selection in any application that supports services. Turn the service on and off in Services Preferences (accessible from any Services menu), appears in the "Text" section, and is called "Get Multi-Word Definitions."
Note that in some Cocoa apps, such as TextEdit, if you select a full line of text by triple-clicking, you can then deselect words by command-double-clicking on them. If you copy the resulting selection, the deselected words are replaced by line breaks. You can use this feature to lookup the definitions of words that make up a non-contiguous selection.