diff --git a/pandas/_testing/_warnings.py b/pandas/_testing/_warnings.py
index d9516077788c8..cd2e2b4141ffd 100644
--- a/pandas/_testing/_warnings.py
+++ b/pandas/_testing/_warnings.py
@@ -11,6 +11,7 @@
 from typing import (
     TYPE_CHECKING,
     Literal,
+    Union,
     cast,
 )
 import warnings
@@ -32,7 +33,8 @@ def assert_produces_warning(
     ] = "always",
     check_stacklevel: bool = True,
     raise_on_extra_warnings: bool = True,
-    match: str | None = None,
+    match: str | tuple[str | None, ...] | None = None,
+    must_find_all_warnings: bool = True,
 ) -> Generator[list[warnings.WarningMessage], None, None]:
     """
     Context manager for running code expected to either raise a specific warning,
@@ -68,8 +70,15 @@ class for all warnings. To raise multiple types of exceptions,
     raise_on_extra_warnings : bool, default True
         Whether extra warnings not of the type `expected_warning` should
         cause the test to fail.
-    match : str, optional
-        Match warning message.
+    match : {str, tuple[str, ...]}, optional
+        Match warning message. If it's a tuple, it has to be the size of
+        `expected_warning`. If additionally `must_find_all_warnings` is
+        True, each expected warning's message gets matched with a respective
+        match. Otherwise, multiple values get treated as an alternative.
+    must_find_all_warnings : bool, default True
+        If True and `expected_warning` is a tuple, each expected warning
+        type must get encountered. Otherwise, even one expected warning
+        results in success.
 
     Examples
     --------
@@ -97,13 +106,35 @@ class for all warnings. To raise multiple types of exceptions,
             yield w
         finally:
             if expected_warning:
-                expected_warning = cast(type[Warning], expected_warning)
-                _assert_caught_expected_warning(
-                    caught_warnings=w,
-                    expected_warning=expected_warning,
-                    match=match,
-                    check_stacklevel=check_stacklevel,
-                )
+                if isinstance(expected_warning, tuple) and must_find_all_warnings:
+                    match = (
+                        match
+                        if isinstance(match, tuple)
+                        else (match,) * len(expected_warning)
+                    )
+                    for warning_type, warning_match in zip(expected_warning, match):
+                        _assert_caught_expected_warnings(
+                            caught_warnings=w,
+                            expected_warning=warning_type,
+                            match=warning_match,
+                            check_stacklevel=check_stacklevel,
+                        )
+                else:
+                    expected_warning = cast(
+                        Union[type[Warning], tuple[type[Warning], ...]],
+                        expected_warning,
+                    )
+                    match = (
+                        "|".join(m for m in match if m)
+                        if isinstance(match, tuple)
+                        else match
+                    )
+                    _assert_caught_expected_warnings(
+                        caught_warnings=w,
+                        expected_warning=expected_warning,
+                        match=match,
+                        check_stacklevel=check_stacklevel,
+                    )
             if raise_on_extra_warnings:
                 _assert_caught_no_extra_warnings(
                     caught_warnings=w,
@@ -123,10 +154,10 @@ def maybe_produces_warning(
         return nullcontext()
 
 
-def _assert_caught_expected_warning(
+def _assert_caught_expected_warnings(
     *,
     caught_warnings: Sequence[warnings.WarningMessage],
-    expected_warning: type[Warning],
+    expected_warning: type[Warning] | tuple[type[Warning], ...],
     match: str | None,
     check_stacklevel: bool,
 ) -> None:
@@ -134,6 +165,11 @@ def _assert_caught_expected_warning(
     saw_warning = False
     matched_message = False
     unmatched_messages = []
+    warning_name = (
+        tuple(x.__name__ for x in expected_warning)
+        if isinstance(expected_warning, tuple)
+        else expected_warning.__name__
+    )
 
     for actual_warning in caught_warnings:
         if issubclass(actual_warning.category, expected_warning):
@@ -149,13 +185,11 @@ def _assert_caught_expected_warning(
                     unmatched_messages.append(actual_warning.message)
 
     if not saw_warning:
-        raise AssertionError(
-            f"Did not see expected warning of class {expected_warning.__name__!r}"
-        )
+        raise AssertionError(f"Did not see expected warning of class {warning_name!r}")
 
     if match and not matched_message:
         raise AssertionError(
-            f"Did not see warning {expected_warning.__name__!r} "
+            f"Did not see warning {warning_name!r} "
             f"matching '{match}'. The emitted warning messages are "
             f"{unmatched_messages}"
         )
diff --git a/pandas/_testing/contexts.py b/pandas/_testing/contexts.py
index b986e03e25815..7ebed8857f0af 100644
--- a/pandas/_testing/contexts.py
+++ b/pandas/_testing/contexts.py
@@ -173,7 +173,7 @@ def raises_chained_assignment_error(warn=True, extra_warnings=(), extra_match=()
     elif PYPY and extra_warnings:
         return assert_produces_warning(
             extra_warnings,
-            match="|".join(extra_match),
+            match=extra_match,
         )
     else:
         if using_copy_on_write():
@@ -190,5 +190,5 @@ def raises_chained_assignment_error(warn=True, extra_warnings=(), extra_match=()
             warning = (warning, *extra_warnings)  # type: ignore[assignment]
         return assert_produces_warning(
             warning,
-            match="|".join((match, *extra_match)),
+            match=(match, *extra_match),
         )
diff --git a/pandas/tests/indexing/test_chaining_and_caching.py b/pandas/tests/indexing/test_chaining_and_caching.py
index 2a2772d1b3453..b28c3cba7d310 100644
--- a/pandas/tests/indexing/test_chaining_and_caching.py
+++ b/pandas/tests/indexing/test_chaining_and_caching.py
@@ -284,7 +284,9 @@ def test_detect_chained_assignment_changing_dtype(self):
         with tm.raises_chained_assignment_error():
             df.loc[2]["C"] = "foo"
         tm.assert_frame_equal(df, df_original)
-        with tm.raises_chained_assignment_error(extra_warnings=(FutureWarning,)):
+        with tm.raises_chained_assignment_error(
+            extra_warnings=(FutureWarning,), extra_match=(None,)
+        ):
             df["C"][2] = "foo"
         tm.assert_frame_equal(df, df_original)
 
diff --git a/pandas/tests/io/parser/common/test_read_errors.py b/pandas/tests/io/parser/common/test_read_errors.py
index 0827f64dccf46..bd47e045417ce 100644
--- a/pandas/tests/io/parser/common/test_read_errors.py
+++ b/pandas/tests/io/parser/common/test_read_errors.py
@@ -196,7 +196,6 @@ def test_warn_bad_lines(all_parsers):
     expected_warning = ParserWarning
     if parser.engine == "pyarrow":
         match_msg = "Expected 1 columns, but found 3: 1,2,3"
-        expected_warning = (ParserWarning, DeprecationWarning)
 
     with tm.assert_produces_warning(
         expected_warning, match=match_msg, check_stacklevel=False
@@ -315,7 +314,6 @@ def test_on_bad_lines_warn_correct_formatting(all_parsers):
     expected_warning = ParserWarning
     if parser.engine == "pyarrow":
         match_msg = "Expected 2 columns, but found 3: a,b,c"
-        expected_warning = (ParserWarning, DeprecationWarning)
 
     with tm.assert_produces_warning(
         expected_warning, match=match_msg, check_stacklevel=False
diff --git a/pandas/tests/io/parser/test_parse_dates.py b/pandas/tests/io/parser/test_parse_dates.py
index 0bc0c3e744db7..8968948df5fa9 100644
--- a/pandas/tests/io/parser/test_parse_dates.py
+++ b/pandas/tests/io/parser/test_parse_dates.py
@@ -343,7 +343,7 @@ def test_multiple_date_col(all_parsers, keep_date_col, request):
         "names": ["X0", "X1", "X2", "X3", "X4", "X5", "X6", "X7", "X8"],
     }
     with tm.assert_produces_warning(
-        (DeprecationWarning, FutureWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         result = parser.read_csv(StringIO(data), **kwds)
 
@@ -724,7 +724,7 @@ def test_multiple_date_col_name_collision(all_parsers, data, parse_dates, msg):
     )
     with pytest.raises(ValueError, match=msg):
         with tm.assert_produces_warning(
-            (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+            FutureWarning, match=depr_msg, check_stacklevel=False
         ):
             parser.read_csv(StringIO(data), parse_dates=parse_dates)
 
@@ -1248,14 +1248,14 @@ def test_multiple_date_col_named_index_compat(all_parsers):
         "Support for nested sequences for 'parse_dates' in pd.read_csv is deprecated"
     )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         with_indices = parser.read_csv(
             StringIO(data), parse_dates={"nominal": [1, 2]}, index_col="nominal"
         )
 
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         with_names = parser.read_csv(
             StringIO(data),
@@ -1280,13 +1280,13 @@ def test_multiple_date_col_multiple_index_compat(all_parsers):
         "Support for nested sequences for 'parse_dates' in pd.read_csv is deprecated"
     )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         result = parser.read_csv(
             StringIO(data), index_col=["nominal", "ID"], parse_dates={"nominal": [1, 2]}
         )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         expected = parser.read_csv(StringIO(data), parse_dates={"nominal": [1, 2]})
 
@@ -2267,7 +2267,7 @@ def test_parse_dates_dict_format_two_columns(all_parsers, key, parse_dates):
         "Support for nested sequences for 'parse_dates' in pd.read_csv is deprecated"
     )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         result = parser.read_csv(
             StringIO(data), date_format={key: "%d- %m-%Y"}, parse_dates=parse_dates
diff --git a/pandas/tests/io/parser/usecols/test_parse_dates.py b/pandas/tests/io/parser/usecols/test_parse_dates.py
index 75efe87c408c0..ab98857e0c178 100644
--- a/pandas/tests/io/parser/usecols/test_parse_dates.py
+++ b/pandas/tests/io/parser/usecols/test_parse_dates.py
@@ -146,7 +146,7 @@ def test_usecols_with_parse_dates4(all_parsers):
         "Support for nested sequences for 'parse_dates' in pd.read_csv is deprecated"
     )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         result = parser.read_csv(
             StringIO(data),
@@ -187,7 +187,7 @@ def test_usecols_with_parse_dates_and_names(all_parsers, usecols, names, request
         "Support for nested sequences for 'parse_dates' in pd.read_csv is deprecated"
     )
     with tm.assert_produces_warning(
-        (FutureWarning, DeprecationWarning), match=depr_msg, check_stacklevel=False
+        FutureWarning, match=depr_msg, check_stacklevel=False
     ):
         result = parser.read_csv(
             StringIO(s), names=names, parse_dates=parse_dates, usecols=usecols
diff --git a/pandas/tests/util/test_assert_produces_warning.py b/pandas/tests/util/test_assert_produces_warning.py
index 80e3264690f81..5b917dbbe7ba7 100644
--- a/pandas/tests/util/test_assert_produces_warning.py
+++ b/pandas/tests/util/test_assert_produces_warning.py
@@ -42,7 +42,6 @@ def f():
     warnings.warn("f2", RuntimeWarning)
 
 
-@pytest.mark.filterwarnings("ignore:f1:FutureWarning")
 def test_assert_produces_warning_honors_filter():
     # Raise by default.
     msg = r"Caused unexpected warning\(s\)"
@@ -180,6 +179,44 @@ def test_match_multiple_warnings():
         warnings.warn("Match this too", UserWarning)
 
 
+def test_must_match_multiple_warnings():
+    # https://github.com/pandas-dev/pandas/issues/56555
+    category = (FutureWarning, UserWarning)
+    msg = "Did not see expected warning of class 'UserWarning'"
+    with pytest.raises(AssertionError, match=msg):
+        with tm.assert_produces_warning(category, match=r"^Match this"):
+            warnings.warn("Match this", FutureWarning)
+
+
+def test_must_match_multiple_warnings_messages():
+    # https://github.com/pandas-dev/pandas/issues/56555
+    category = (FutureWarning, UserWarning)
+    msg = r"The emitted warning messages are \[UserWarning\('Not this'\)\]"
+    with pytest.raises(AssertionError, match=msg):
+        with tm.assert_produces_warning(category, match=r"^Match this"):
+            warnings.warn("Match this", FutureWarning)
+            warnings.warn("Not this", UserWarning)
+
+
+def test_allow_partial_match_for_multiple_warnings():
+    # https://github.com/pandas-dev/pandas/issues/56555
+    category = (FutureWarning, UserWarning)
+    with tm.assert_produces_warning(
+        category, match=r"^Match this", must_find_all_warnings=False
+    ):
+        warnings.warn("Match this", FutureWarning)
+
+
+def test_allow_partial_match_for_multiple_warnings_messages():
+    # https://github.com/pandas-dev/pandas/issues/56555
+    category = (FutureWarning, UserWarning)
+    with tm.assert_produces_warning(
+        category, match=r"^Match this", must_find_all_warnings=False
+    ):
+        warnings.warn("Match this", FutureWarning)
+        warnings.warn("Not this", UserWarning)
+
+
 def test_right_category_wrong_match_raises(pair_different_warnings):
     target_category, other_category = pair_different_warnings
     with pytest.raises(AssertionError, match="Did not see warning.*matching"):