Multi-File Caching issues arise in applications where a set of jobs are processed and each job requests one or more input files. A given job can only be started if all its input files are preloaded into a disk cache. Examples of applications where Multi-File caching may be required are scientific data mining, bit-sliced indexes, and analysis of sets of vertically partitioned files. The difference between this type of caching and traditional file caching systems is that in this environment, caching and replacement decisions are made based on "combinations of files (file bundles)," rather than single files. In this work we propose new algorithms for Multi-File caching and analyze their performance. Extensive simulations are presented to establish the effectiveness of the Multi-File caching algorithm in terms of job response time and job queue length.