Standard for adding multiple values of a single HTTP Header to a request or response

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You’ll want to take a look at the HTTP spec RFC 2616 where it says:

Multiple message-header fields with
the same field-name MAY be present in
a message if and only if the entire
field-value for that header field is
defined as a comma-separated list
[i.e., #(values)]. It MUST be possible
to combine the multiple header fields
into one “field-name: field-value”
pair, without changing the semantics
of the message, by appending each
subsequent field-value to the first,
each separated by a comma. The order
in which header fields with the same
field-name are received is therefore
significant to the interpretation of
the combined field value, and thus a
proxy MUST NOT change the order of
these field values when a message is
forwarded.

What this means is that you can send the same header multiple times in a response with different values, as long as those values can be appended to each other using a comma. This also means that you can send multiple values in a single header by concatenating them with commas.

So in your case it will be:

Key: value1,value2,value3

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