Skeptical Raptor put together a nice piece that addresses the myth that vaccine combinations have not been tested.
http://www.tinyurl.com/vaxcombostudy
Links to Pubmed citations for numerous vaccine combination studies are presented below. This is by no means an exhaustive list.
http://www.ncbi.nlm.nih.gov/pubmed/22327497
http://www.sciencedirect.com/.../pii/S0264410X0300389X
http://www.ncbi.nlm.nih.gov/pubmed/22357833
http://www.ncbi.nlm.nih.gov/pubmed/22301472
http://www.ncbi.nlm.nih.gov/pubmed/22093474
http://www.ncbi.nlm.nih.gov/pubmed/23190785
http://www.ncbi.nlm.nih.gov/pubmed/21999652
http://www.ncbi.nlm.nih.gov/pubmed/22387144
http://www.ncbi.nlm.nih.gov/pubmed/21747321
http://www.ncbi.nlm.nih.gov/pubmed/21678741
http://www.ncbi.nlm.nih.gov/pubmed/22001281
http://www.ncbi.nlm.nih.gov/pubmed/21334243
http://www.ncbi.nlm.nih.gov/pubmed/21289531