How to save a movie/animation to OpenEXR? OpenEXR Multilayer can store many frames in one file, so it should be possible to store many render passes for the whole strip when rendering animation or movie. However when I check in Properties->Render->Output -- there is no such option as to store movie in OpenEXR Multilayer. If I select OpenExr Multilayer and then render animation -- I get multiple EXR files instead of one. 

What should I do to save movie to OpenEXR Multilayer format?
You just render the movie to an image sequence.

OpenEXR is intended for still images, I'm not sure of the benefit of storing an entire animation in a single OpenEXR file, as far as I know, no other applications use OpenEXR this way either (feel free to correct me, but I didn't hear of anyone doing this).