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.