If the terminal, lug or connector is specifically rated for more than one wire
In the case of a conductor splice like a wire nut or a split bolt, they are only designed for 2 wires unless they specifically state otherwise on the box on the connector itself or in the instructions / product data.
This means that wiring in a surge protector under the same lugs as the main, or jamming as many wires as you can make fit under a split bolt or wire may be common, but it is not allowable according to NEC 110.14
HVAC techs and installers will often double lug contactors when making a repair, or they will connect to the closest, easiest point when installing a 120v or 240v accessories like a UV light , humidifier or air purifier.
In all of these cases is is best to take a few minutes and find an approved and permanent method of making the connection instead of taking the easy way out.
It is also worthwhile to mention that some connections are rated for copper only and will be marked CU while others designed for aluminum will be marked AL or ALR. Some will be marked as CU / AL which means that either copper or aluminum may be used but not necessarily that copper and aluminum may be MIXED.
There are very few connection that allow the mixing of copper and aluminum and if they do they must be specifically listed for that purpose.