Right now, I have a file called validation.yml with the validation of all the bundle\'s entities in one file.
validation.yml
Blogger\\BlogBundle\\Ent
Solutions above are not working in Symfony 2.3.
In 2.3 it's easier to load multiple Yml files from loader. For example:
$loader = new Loader\YamlFileLoader($container, new FileLocator(__DIR__.'/../Resources/config'));
$loader->load('services.yml');
$loader->load('services/menu.yml'); //new file to load