The neutrals of different systems HAVE to remain separate. One might argue, however, that the code allows some different ways to run neutrals of the same systems.
While one might be able to find ways to combine neutrals in a junction box, and thus having only one big wire (rather than several small wires) go back to the panel, I advise against this practice. There's just too much potential for a loose wire to cause an over-voltage condition in some of the combined circuits.
