Use the SQLCMD utility.
http://technet.microsoft.com/en-us/library/ms162773.aspx
There is a connect statement that allows you to swing from database server A to server B in the same batch.
:Connect server_name[\instance_name] [-l timeout] [-U user_name [-P password]] Connects to an instance of SQL Server. Also closes the current connection.
On the other hand, if you are familiar with PowerShell, you can programmatic do the same.
http://technet.microsoft.com/en-us/library/cc281954(v=sql.105).aspx