How can I sign a message with a multi signature address? I want to use message signing to prove control of a multi signature Bitcoin address. Is it possible? In theory it must be. In practice, are there any Bitcoin wallets that allow this? Specifically, how can I do this with Armory Lockboxes?
Signing message is proof of ownership of private key

Multisignature/P2SH address is hash of several (including zero) public keys

So, signing message with M private keys and disclosing the "contents" of msig address M-of-N is proof of control on address.

I do not know are there existing services to sign/verify p2sh addresses, but it is possible. Do not know about Armory/others.