It depends. You can add more local boxes on your W-2 to accommodate more than one locality. Enter only one W-2 from the same employer and then add the necessary local tax lines and boxes to be sure all local taxes are accounted for. If it is all from the same locality or city you can combine the local withholding and enter it in one line of local taxes. For the wages you should not enter more than the total wages in Box 3 (depending on where you live). For example, in Pennsylvania (PA), if you have 401(k) contributions, they will not be included in Box 1, but the state wage will be higher to include them. Check your resident state for the rules in your state.
Once you actually begin the local tax return you may need to review the locality requirements based on work location and where you live.