How to use the return of select .... for xml auto...?

There is a lot of limitation on for xml clause. Is it possible to combine
several select statement with for xml to a big xml file?
Basically I want to implement something like:
select ... for xml auto
union all
select ... for xml auto
union all
.....(select ...
union all
select ...)for xml auto
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-Omnibuzz (The SQL GC)
http://omnibuzz-sql.blogspot.com/