In a new Feature of the Day, Jay Manley shows off Consolidated Invoicing GP 2013 will now let you combine several shipments / fulfillment orders into a single invoice.
Feature of the Day: Consolidated Invoicing – Inside Microsoft Dynamics GP – Site Home – MSDN Blogs
Tips & Hidden FeaturesMicrosoft & the GP EcosystemGP 2013
Archived post from 2012. Dynamics GP and the links it points to have changed since; check current documentation before relying on version-specific steps.