Generally you don't, but you can.
It's easiest on three wire switches. The standard colors seem to be:
BROWN (+VDC)
BLUE (-VDC, Common)
BLACK (Signal)
If your sensor switches 24VDC, you connect the Black from the first to the Brown of the second. If your sensor switches 0VDC, you connect the Black from the first to the Blue of the second. So on and so forth.
This works, but is frowned upon. If there is an issue it is harder to track down which sensor causes it. If you go to one of the switches that are later in the series, it will appear to not work even though the switch and cord is not damaged at all, just because the previous sensor is not on, so it is not supplying power to the next one.
While you will get a small voltage drop, there are many 24VDC sink/source PLC inputs that can go 10-30VDC.