<?php  $cats = array(17, 31, 5); //the category ids

foreach ($cats as $cat) :

$args = array(
'posts_per_page' => 2, // max number of post per category
'category__in' => array($cat->term_id)
);
query_posts($args);

     if (have_posts()) :

     echo $cat->name;

     while (have_posts()) : the_post(); ?>

            <!--post output as usual-->

        <?php endwhile; ?>

    <?php else :
    echo 'No Posts for ' .$cat->name;
     endif;

     wp_reset_query(); ?>

<?php endforeach; ?>