This is one that I figured most everyone would know, but repeatedly over the past couple weeks in my office, I was surprised to find that many people had never seen this before.  If you just click on objects in the object explorer, you can’t hold shift to select multiple objects.  This leads people to believe that you can only script one object at a time.  This is not the case, you just can’t do it from there.  You have to go to Object Explorer Details instead.

It is located in the view menu:

This will open like a new query window in your main SSMS area and is linked to the object explorer panel (similar to windows explorer).  From here, you can select multiple objects and script them.

You can also use the search or filter options at the top of object explorer details to refine your results.