You can set up as many accounts as you like in OS X's Mail. Simply add them as you need them via Mail's Preferences.
You'll notice that in the "Mailboxes" slide-out drawer that you've got an "In" folder, and with multiple similar accounts, there will be a disclosure triangle next to the icon. Click that and you can see your individual "in" boxes, or simply click the big "In" box and all messages in all "in" boxes will be displayed.
If you want to transfer one email message from one account to another, simply drag-and-drop the email in whatever folder in the drawer you'd like.