Scalaz defines sequence.
Here's an example:
scala> import scalaz._
import scalaz._
scala> import Scalaz._
import Scalaz._
scala> List(Some(1), None, Some(2)).sequence
res0: Option[List[Int]] = None
scala> List(some(1), some(2), some(3)).sequence
res1: Option[List[Int]] = Some(List(1, 2, 3))
Note that in the second example, you have to use Scalaz's some function to create a Some -- otherwise, the List is constructed as List[Some[Int]], which results in this error:
scala> List(Some(1), Some(2), Some(3)).sequence
<console>:14: error: could not find implicit value for parameter n: scalaz.Applicative[N]
List(Some(1), Some(2), Some(3)).sequence
The Scalaz some(a) and none functions create Some and None values of type Option[A].