I2C is a bus, you can have a gazillion items on there long as they have different addresses.
But you need to figure out a way of physically connecting them like eg taking SDA and SCL from Arduino to a breadboard row each, and connecting each device to those rows.
edit... I don't know the Mega, but an Uno has 2 pairs of pins connected to the same bus so you can use 2 devices without resorting to breadboard or whatever; perhaps Mega has those as well, I don't know.
further edit, added pic, source I2C Background - Total Phase
