Combine Observables after subscribed

Is it possible to merge an Observable to another after a subscription was made, so the Observer can see the result?

I know this doesn't work, but I mean something like this:

observable.subscribe( (i) -> doSomething(i) );
observable.merge(anotherObservable);

And then doSomething will receive the values of anotherObservable as well.

Also, is it there a way to keep merging, even if all merged Observables already completed?