Those are some good out-of-the box solutions given above, but we can also try some plugins which provide multiple cursors like Sublime.
I think this one looks promising:
It seemed abandoned for a while, but has had some contributions in 2014.
It is quite powerful, although it took me a little while to get used to the flow (which is quite Sublime-like but still modal like Vim).
In my experience if you have a lot of other plugins installed, you may meet some conflicts!
There are some others attempts at this feature:
Please feel free to edit if you notice any of these undergoing improvement.