Object detection using several images
Usually, people tend to go with the second option, since its a joint approach. In either case, the methods fusing these two data modalities (RGB+Depth etc) together are termed multi-modal methods.

Also, another 3rd option is not to fuse on the feature level but to jointly minimize an energy function or jointly voting for the correct hypothesis. 

One successful algorithm which works on RGB+Depth is LineMOD. The publications are here and here. (Modified Line). LineMOD takes the second path, and fuses the depth and RGB features. It also has an OpenCV implementation (a basic one).