You could use the same header with 2 or more fans which will double, triple, etc. the current drawn through that header. All fans will run under 12 volts. This is good for PWM fans since they will all still be regulated. It might be a bit risky to use 4 on the same header.
Another option is to connect one fan or two fans directly to a power supply molex connector and two to the motherboard header. This way, though, that fans on the PSU will spin at a constant speed.
If you have the old style 4 pin molex, the two middle black wires are ground. The red wire is a 5v positive and the yellow wire is a 12v positive. If you want your fans running at full speed, use yellow. If you want them quieter, use red. This method is safer for your motherboard. You could even use just one on the header and 3 on the PSU.
Recently, I modded an Xbox 360 and bought a 3-way fan splitter. It worked just fine. But, when I connect the fans to a spare PSU, they spin much faster. If they are each on their own molex connector they are even faster. There are several splitters on ebay which will save you time of cutting and crimping etc.:
You can do that. I wouldn't advice or recommend that. Much better to use a fan controller and plug them directly into a molex. It's a tad off for the motherboard to control both fans because the splitter doesn't really accurately state the RPM for a single fan, but usually for both.
And attaching too many fans with splitters to headers can draw a lot of power from the motherboard.