Is it possible to have multiple wave windows in ModelSim?
You can create a new Wave window with the following command:

view wave -new


The new windows have incremental name's, like "Wave1", "Wave2", .. but you can give a custom name using the -title option.

view wave -new -title Memory


To add signals to a specific Wave window, you specify the target with the -window option. For example:

add wave -position end -window Memory sim:/tb/address


Note that the Wave windows are paneled but you can move a panel out by dragging from the title. I don't know whether this can be scripted, though.