Recent research using 3D printing to create active structures has added an exciting new dimension to 3D printing technology. After being printed, these active, often composite, materials can change their shape over time; this has been termed as 4D printing. In this paper, we demonstrate the design and manufacture of active composites that can take multiple shapes, depending on the environmental temperature. This is achieved by 3D printing layered composite structures with multiple families of shape memory polymer (SMP) fibers - digital SMPs - with different glass transition temperatures (Tg) to control the transformation of the structure. After a simple single-step thermomechanical programming process, the fiber families can be sequentially activated to bend when the temperature is increased. By tuning the volume fraction of the fibers, bending deformation can be controlled. We develop a theoretical model to predict the deformation behavior for better understanding the phenomena and aiding the design. We also design and print several flat 2D structures that can be programmed to fold and open themselves when subjected to heat. With the advantages of an easy fabrication process and the controllable multi-shape memory effect, the printed SMP composites have a great potential in 4D printing applications.