This is a very cool, simple science experiment and the only thing that you will need is a box of matches.
WARNING: I AM NOT RESPONIBLE FOR ANY UNSAFE ACTIONS PREFORMED DURING THE DURATION OF THIS PROCEDURE. YOU ARE DOING THIS PROCEDURE AT YOUR OWN RISK.
Step 1: Fusing The Match Heads
To do this, just light one of the matches and hold however many match heads you want to be fused together on the ground (you should probably do this outside) making sure that all the heads are touching and wait for every match head to be lit. Now you can blow them out.
Step 2: You Are Done!
Now you can pick up one of the match heads and it will carry the rest with it. Be careful though, the fusion is very fragile and at the slightest tug, the heads might seperate. I hope you had fun!