Merging rows into one result?

Is it possible to use SQL to merge data into one result?

A theorethical example to explain:

tbl_test (
id integer,
information varchar(25))

id | information
---+--------------
1 | Yo
2 | Go away
1 | Stay put
3 | Greetings

Please note id is not unique and not a primary key.

and I wonder if there is any functions to "merge" data (sort of
concat'ing).
A normal: select information from tbl_test where id=1
would result in the rows
Yo
Stay put

I would like a single row result in the format of:
Yo Stay put

Any ideas on this?

Best regards
Jesper K. Pedersen