Both YSlow and Google's Page Speed add-ons recommend combining script (and style) files into a single file each to reduce the number of HTTP requests, and I can certainly see the point of this when the script files are consistent across the entire site, but for a web application that has different requirements across the site.
The way I see it there are a few options:
Combine all of the files that are used across the site, and every page gets the same combined file - the downside is unused content cluttering the script (and a heavier first load (also reload when any component script changes))
Combine the files on a per page basis - the downside is each page with different requirements gets a different combined file (heavier first load for each page type)
Ignore the strict 'one file only' interpretation of the recommendations and have the page load in multiple files as appropriate, with caching hopefully negating the number of HTTP requests in the general case - downside is the number of HTTP requests on each page