How do I setup multiple auth schemes in ASP.NET Core 2.0?

Edit of December 2019: please consider this answer before anything else:
Use multiple JWT Bearer Authentication

My old answer (that does not fit using multiple JWT but only JWT + API key, as a user commented):

Another possibility is to determine at runtime which authentication policy scheme to choose, I had the case where I could have an http authentication bearer token header or a cookie.

So, thanks to https://github.com/aspnet/Security/issues/1469

JWT token if any in request header, then OpenIdConnect (Azure AD) or anything else.

public void ConfigureServices(IServiceCollection services)
    {
        // Add CORS
        services.AddCors();

        // Add authentication before adding MVC
        // Add JWT and Azure AD (that uses OpenIdConnect) and cookies.
        // Use a smart policy scheme to choose the correct authentication scheme at runtime
        services
            .AddAuthentication(sharedOptions =>
            {
                sharedOptions.DefaultScheme = "smart";
                sharedOptions.DefaultChallengeScheme = "smart";
            })
            .AddPolicyScheme("smart", "Authorization Bearer or OIDC", options =>
            {
                options.ForwardDefaultSelector = context =>
                {
                    var authHeader = context.Request.Headers["Authorization"].FirstOrDefault();
                    if (authHeader?.StartsWith("Bearer ") == true)
                    {
                        return JwtBearerDefaults.AuthenticationScheme;
                    }
                    return OpenIdConnectDefaults.AuthenticationScheme;
                };
            })
            .AddJwtBearer(o =>
            {
                o.Authority = Configuration["JWT:Authentication:Authority"];
                o.Audience = Configuration["JWT:Authentication:ClientId"];
                o.SaveToken = true;
            })
            .AddCookie(CookieAuthenticationDefaults.AuthenticationScheme)
            .AddAzureAd(options => Configuration.Bind("AzureAd", options));

        services
            .AddMvc(config =>
            {
                var policy = new AuthorizationPolicyBuilder()
                                 .RequireAuthenticatedUser()
                                 .Build();
                // Authentication is required by default
                config.Filters.Add(new AuthorizeFilter(policy));
                config.RespectBrowserAcceptHeader = true;
            });
            
            ...
            
            }

Edit of 07/2019: I must add a link to the following proposal, because it’s very helpful too: you may not use parameters in AddAuthentication() as I did, because this would setup a default scheme. Everything is well explained here:
Use multiple JWT Bearer Authentication.
I really like this other approach!