Cyber-Physical Systems (CPS) are complex systems of computational, physical, and human components integrated to achieve some function over one or more networks. The use of distributed simulation, or co-simulation, is one method often used to analyze the behavior and properties of these systems. High-Level Architecture (HLA) is an IEEE co-simulation standard that supports the development and orchestration of distributed simulations. However, a simple HLA federation constructed with the component simulations (i.e., federates) does not satisfy several requirements that arise in real-world use cases such as the shared use of limited physical and computational resources, the need to selectively hide information from participating federates, the creation of reusable federates and federations for supporting configurable shared services, achieving performant distributed simulations, organizing federations across different model types or application concerns, and coordinating federations across organizations with different information technology policies. This paper describes these core requirements that necessitate the use of multiple HLA federations and presents various mechanisms for constructing such integrated HLA federations. An example use case is implemented using a model-based rapid simulation integration framework called the Universal CPS Environment for Federation (UCEF) to illustrate these requirements and demonstrate techniques for integrating multiple HLA federations.