From my experience many validation frameworks in .NET allow you to validate a single field at a time for doing things like ensuring a field is a postal code or email address
I build custom validation controls when I need anything that's not included out of the box. The nice thing here is that these custom validators are re-usable and they can act on multiple fields. Here's an example I posted to CodeProject of an AtLeastOneOf validator that lets you require that at least one field in a group has a value:
http://www.codeproject.com/KB/validation/AtLeastOneOfValidator.aspx
The code included in the download should work as an easy to follow sample of how you could go about it. The downside here is that Validation controls included with ASP.Net don't often work well with asp.net-ajax.