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When I ask multiple questions at once should I break it up into multiple sentences and capitalize the first letter at the beginning of each question(?), or should I use one question mark at the very end?

For example: "Is it where my heart is? where my family is? or wherever I feel most at home?"

You'll notice that I want to retain the flow of the sentence to emphasize the sequence of the questions, especially as I introduce that last 'or'.

Thanks!!

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    Since Where my family is? is not a well-formed question, it probably shouldn't be followed by a question mark. Use commas, or accept that these are "sentence fragments" that can't properly conform to the punctuation rules for whole sentences. – FumbleFingers Jun 10 '15 at 00:32

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Normally, the format of multi-clausal questions is with commas in between, and a question mark only at the end:

Is it where my heart is, where my family is, or wherever I feel most at home?

You can make each clause a new sentence if the genre is informal (or perhaps for rhetorical effect), if you deem sentence fragments acceptable. But I have to say this is not advisable in your case:

~ Is it where my heart is? Where my family is? Wherever I feel most at home?

In older print, I believe they (sometimes?) didn't use capitals in between, as in your example; but that is probably not advisable in modern print.

Sometimes, a question mark is used before a semicolon or colon, but this is probably a bit old-fashioned and now rare. It can be great, but you really have to know what you're doing, so watch out.