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I don't believe this is possible, but depending on what you're trying to achieve there may be workarounds to speed the process up. If you go into more detail, perhaps someone can help with that.
If not, definitely consider adding it as an idea in the community, as it would be a huge timesaver!
Thanks for the replies. Calvin, I checked out the idea in the community, but it is not entirely what I am aiming at -> selecting multiple lists residing in for example the lead database and cloning them to one specific program in marketing activities.
I'll create an idea for it - I leave it up to the developers to decide it to merge with another idea or tackle it on it's own.
It would be nice if you could select multiple things at once and move them or clone them to a new program or area. In other file systems you can do this by hitting control or shift to select multiple items. It woudl be nice if Marketo could do this too.