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Is it grammatically incorrect to use a verb with multiple meanings so that the meanings are used at once?

I'm thinking of a line from the classic Flanders Swann song Madeira M’Dear:

… he hastened to put out the cat, the wine, his cigar and the lamps.

Is there a name for this kind of structure?

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How can it be either grammatically correct or grammatically incorrect, given that this is purely about semantics not about syntax? Grammar is about syntax. There are uncountably many perfectly grammatical sentences of utterly unimpeachable syntax that are complete nonsense. –  tchrist Jan 10 '13 at 14:36
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up vote 13 down vote accepted

This is an example of syllepsis:

syllepsis |səˈlepsis| noun ( pl. -ses |-sēz|)
a figure of speech in which a word is applied to two others in different senses (e.g., caught the train and a bad cold) or to two others of which it grammatically suits only one (e.g., neither they nor it is working). [NOAD]

It can be used to good effect or bad. Unless deftly handled, it can simply cause confusion or sound silly, as above.

For more information, compare with zeugma.

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