Unless I'm mistaken, there are articles on the web around how to setup a bootable RAID with multiple Samsung 950 Pros on certain motherboards. The key is that it only works if the mobo has Intel RST built into the UEFI. Here's the best article I've found on it: http://www.thessdreview.com/daily-news/latest-buzz/understanding-m2-3xraid0-nvme-boot-performance/
Now, I've only seen Z170 boards with more than 1 M.2 slot, so it's arguably not worthwhile, as that site's tests showed. The limited PCIe bandwidth available on the Z170 probably negates any performance gains from such a setup. X99, however, has tons more PCIe lanes available. I don't get why we haven't seen X99 boards with multiple M.2 slots thus far. That seems like a perfect use of all those lanes--especially given NVIDIA's recent dropping of support for 3-way and 4-way SLI. What else are you going to use all those lanes for, now?