Could a weapon have alchemical silver, adamantium, cold iron, etc all on one weapon? I remember seeing a way that a weapon could be inlaid (this could be the wrong term), or somesuch with different materials in one of the splatbooks, but don't recall if there are any limits to the number of materials that one can layer into a weapon.
RAW would be great, but houserules would work if there are none available.
You can't just physically make a weapon out of more than one special material. However, there are some weapon enchantments that can provide that benefit:
Transmuting. Price: +2. Sourcebook: MIC.
The weapon automatically changes itself to gain any or all of the following properties as needed, after you hit an enemy with the corresponding DR: adamantine, cold iron, silver, bludgeoning, piercing, slashing, chaotic, evil, good, and lawful. This change isn't fast enough to apply to the same attack that triggered it, only to subsequent attacks in the same encounter. Only for the purpose of DR, so adamantine mode doesn't bypass hardness. (This might be what you're thinking of with "inlaid", since the fluff describes it that way.)
Metalline. Price: +2. Sourcebook: MIC.
You can change the weapon's material between adamantine, cold iron, or silver. This costs a standard action, and it can only be one of them at a time. (In adamantine mode, this does have adamantine's hardness-penetrating property. But it's weaker than Transmuting in every other respect.)
Shadow Striking. Price: +3. Sourcebook: TOM.
The weapon overcomes all material and/or alignment-based DR. (Unlike Transmuting, there is no delay in adapting. But this doesn't provide B/P/S damage types.)
And finally, you could combine one of the above enchantments with an actual material that provides some bonus other than overcoming DR, for a total of four effective materials.
Looking at the 3.5 SRD online, Alchemical silver specifies that it cannot be applied to "rare metals such as adamantine, cold iron, and mithral", and Cold Iron has no rules for applying to another thing, only for making a metal weapon wholly from Cold Iron.
So, baring some specific other information, a single weapon can only have one material type.
However, a Double Weapon, such as a two bladed sword or a Dwarven Urgosh, can have one end made of one material, and the other made of another. So you could have a Two Bladed Sword with one Silver blade and one Cold Iron blade, but not a blade that is Both silver AND cold iron.
You can use as many materials as you want, unless the rules for a specific material forbid being combined (usually as a matter of durability, thermal, or magical issues). However, only the dominant material will grant its effect, except for double weapons, which may have one dominant material per head, as noted in Special Materials:
If you make a suit of armor or weapon out of more than one special material, you get the benefit of only the most prevalent material. However, you can build a double weapon with each head made of a different special material.
In other words, the only reason for doing so would to make something "look cool," since it has no material benefits in terms of bonuses.
If a sword was silver edged with a cold iron core (so roughly 50% silver and 50%) I'd accept 50% DR negation for monsters that are weak against silver and/or cold iron. There's a slight mechanical benefit to this (not having to switch weapons in combat) but as long as the sword costs a bit more I don't think that the player is really getting away with anything.
Of course if a player tries to justify bypassing DR because their sword has a silver pommel I’ll make them take an improvised weapon penalty, unless they want take it off and throw it to “end him rightly”. Remember this isn't a computer game, the rules exist to give GMs guidance not to dictate what is and isn't possible, y'know within reason.
