The only way I can think of is to load Javascript files through ajax. The YUI Loader you to not only load all your js files (and those from YUI) within javascript, but it also allows you to configure dependencies between your js files. So For instance, if widget1.js requires global.js, you can configure that dependency, then you can tell the loader to load "widget1" and the loader will also load global.js when it loads widget.js.
Unlike css, I do not believe there is built in syntax in javascript that automatically includes another javascript file. But there are javascript utilities out there that allow this.
For a simpler solution than the YUI Loader, check out the YUI get utility. For my projects I have setup the YUI loader, and as a result my HTML pages only have about 2 or 3 javascript files included, and the rest of what I need is loaded on demand by the Javacript controller for that page.