Thought it was impossible?
Use these lines in your
[ req ] req_extensions = v3_req [ v3_req ] subjectAltName = critical,DNS:site1.com,DNS:site2.net
for self signed:
[ req ] x509_extensions = v3_ca [ v3_ca ] subjectAltName = critical,DNS:site1.com,DNS:site2.net
Then you can use
openssl on that.
If you want to know more, google for subjectAltName ;)