Add several xml (osm relations) to one layer at OpenLayers

I'm using OpenLayers to display some OSM relations and then add some tags to them. I'm using this code to add xml files to my map.

osm_layer = new OpenLayers.Layer.GML("Polygon", relation.xml, {
format: OpenLayers.Format.OSM,
style: {strokeColor: "blue"},
projection: new OpenLayers.Projection("EPSG:4326")
});

But what I need is to add more than one relation.xml per layer, as relation1.xml, relation2.xml in the SAME layer. Until know I can only show multiple xml if they go in multiple layers.

When using vectors I just created the layer and then added the vectors by something like

polygonFeature = new OpenLayers.Feature.Vector(
                 new OpenLayers.Geometry.Polygon(linearRing), style);

And then

Layer.addFeatures(polygonFeature);

However, I can't make it work with xml / OSM relation format... It should be something like

        i=1;
        while(i<relations_list.length)
        { 
            osm_layer = new OpenLayers.Layer.GML("GML") 
            map.addLayer(osm_layer);

            xml_feature = new Openlayers.Feature.Vector(relation[i], {
                    format: OpenLayers.Format.OSM,
                    style: {strokeWidth: 3},
                    projection: new OpenLayers.Projection("EPSG:4326")
                });

            osm_layer.addFeatures(xml_feature);

            i=i+1;

            if(relations_list[i]=="") {i=relations_list.length;}
        }

Thanks