Joining the results of two MDX queries together

One question I get asked occasionally is whether it’s possible to join the results of two MDX queries together. Although I seem to remember this kind of functionality is mentioned in the OLEDB for OLAP spec it certainly isn’t supported in Analysis Services MDX and I don’t expect it ever will be; therefore, as all good consultants know, when you’re faced with a request for functionality that doesn’t exist what you have to do is look closely at the requirement to see if there’s a different way of solving the problem to get the result the customer wants…

What people usually want to do when they think about joining MDX queries is this: they want to create a query that shows members from two different hierarchies side-by-side on the same axis. For example, in Adventure Works you might want to see a query with Calendar Years on Rows and Countries followed by Product Categories on Columns, something like this: