I just finished looking into this! 🙂

You can use "SQLCMD Mode" in SSMS. To enable it go to the Query menu and select "SQLCMD Mode"

:connect <ServerName>\<InstanceName>

use [Database]

go

SELECT * FROM [dbo].

:connect <ServerName2>

use [Database2]

go

SELECT * FROM [dbo].[TABLE2]