As with all the good ideas these days, somebody has thought about it long time ago. There are ways to do what you describe and there are patents which describe how it can be done.
Some patents:
https://www.google.com/patents/US6891514https://www.google.com/patents/US6239762http://www.google.ca/patents/US7830301Basically, you can stack antenna arrays together and each would work in different frequency. As antenna arrays get thinner and lighter (especially with future GaN technology), it might be very possible to stack antenna arrays in such a way that the whole radar/jammer/EW/comms system covers say UHF band to Ka band or something similar. I'd say we can stop talking about radars (Radio Detection and Ranging) system and make up a new name like "RF system" as these systems are now having capabilities way beyond radar functionality. Another way is what SpudmanWP described, having wideband modules. That has the advantage of having lower volume and weight and simpler design and construction (and thus costs). Having one array with different sized modules would not work very well as that would affect performance in each frequency. IMO, in the future we will see combination of both stacked arrays and multiband modules. Very likely 6th gen fighters in the future will have some insane RF capabilities that take F-35 RF systems to totally another level.
There are definitely a lot of difficult challenges trying to combine different frequencies to one system and this is probably why complete AN/SPY-3 system has two different and separate antenna arrays for X-band and S-band operations. NGJ also seems to have two separate arrays for different bands.