You can't (easily) make multiple legends, but you can make a 'fake' legend by including some objects in your chart that have NaN data and telling legend to use those objects:
% Fake data: 3 colors by 3 markers, would be 9 legend items
scatter(randn(10,1),randn(10,1),'ro')
hold on
scatter(randn(10,1),randn(10,1),'bo')
scatter(randn(10,1),randn(10,1),'mo')
scatter(randn(10,1),randn(10,1),'r*')
scatter(randn(10,1),randn(10,1),'b*')
scatter(randn(10,1),randn(10,1),'m*')
scatter(randn(10,1),randn(10,1),'rs')
scatter(randn(10,1),randn(10,1),'bs')
scatter(randn(10,1),randn(10,1),'ms')
% Make some data just for legend:
hLeg = gobjects(6,1);
% I used a . marker for colors, maybe a good idea to use something not in
% your 'real' markers
hLeg(1) = scatter(nan,nan,'r.');
hLeg(2) = scatter(nan,nan,'b.');
hLeg(3) = scatter(nan,nan,'m.');
% Similarly I used black for markers
hLeg(4) = scatter(nan,nan,'ko');
hLeg(5) = scatter(nan,nan,'k*');
hLeg(6) = scatter(nan,nan,'ks');
legend(hLeg, 'red', 'blue', 'magenta', 'circle', 'asterisk', 'square')
