Multi-modal large language models (MLLMs) have rapidly advanced in visual tasks, yet their spatial understanding remains limited to single images, leaving them ill-suited for physical-world applications that require multi-frame reasoning. In this paper, we propose a framework to equip MLLMs with multi-frame spatial understanding by integrating fundamental spatial skills, including depth perception, visual correspondence, and dynamic perception. We design a novel data pipeline and collect the MultiSPA dataset of more than 27 million samples spanning diverse 3D and 4D scenes to enable training. Alongside MultiSPA, we introduce a comprehensive benchmark that tests a wide spectrum of spatial tasks under uniform metrics. Our resulting model, Multi-SpatialMLLM, achieves significant gains over baselines and proprietary systems, demonstrating scalable and generalizable multi-frame perception. We further observe multi-task benefits and emergent spatial capabilities in challenging scenarios, and showcase how our model can serve as a multi-frame reward annotator for robotics.