How to create ico file with more than one image

Newer versions have an easier command:

convert -background transparent image.png -define icon:auto-resize=16,32,48,64,256 favicon.ico

-background transparent is of course optional.

Found it on imagemagick.org site:

convert image.png  -bordercolor white -border 0 \
      \( -clone 0 -resize 16x16 \) \
      \( -clone 0 -resize 32x32 \) \
      \( -clone 0 -resize 48x48 \) \
      \( -clone 0 -resize 64x64 \) \
      -delete 0 -alpha off -colors 256 favicon.ico