Yes, launching a single payload using several rockets in one launch has been considered. However, those who considered the designs below might have needed checks regarding their sanity.
The third concept here, the Saturn V-XU, is four Saturn V two-stage rockets under a single payload - weighing in at 527,600kg to a 486km LEO... Each vehicle isn't your standard old moon rocket, and would have features more powerful F-1A first stage engines on 12.65-metre stretched S-IC stages. In Kerbal terms, this is Jeb's daily drive.
Another example would be the OTRAG launchers:
This picture is about as ridiculous as they get, but you can see that the vehicle is essentially several common modules linked together under one payload. Literally 'dial-a-rocket.'
In all honesty it's probably not the best way of doing things, since we don't see these used in the real world. Clustering several small existing launchers to lift a moderately sized payload would likely not be as effective as simply using a single larger rocket. Similarly, launching multiple heavy lifters instead of developing a single massive vehicle would first require a payload - and there aren't many 500-tonne spacecraft waiting to go into space at the moment.
Still makes for an interesting 'Untitled Space Craft.' Just don't launch before you check your staging...