I am still new to sharepoint and would like to know if it is possible to make a query that works across several lists. My list looks like this

Customers (id, name and so forth)
Orders ( id, order number, customer and some additional info)
OrderItems (id, name, price, description and so on)

I would like to create a view that will display the OrderItems grouped by Order which again will be grouped by Customer.

In pure .net code that is pretty easy but is it possible to implement it only using sharepoint lists?