Our site http://www.wildlifenearyou.com/ does this - I wouldn't say we've got it completely right yet (we don't make it nearly easy enough to find the feature, and it's pretty ugly) but you can associate multiple OpenIDs with a single account, or set a password for it, or both: http://www.wildlifenearyou.com/account/associations/

We don't support Facebook Connect yet - I've been holding out waiting for them to provide a non-JavaScript dependent option.