By default AnyConnect will remember only the last VPN to which you connected, but it is possible to force it to remember multiple connections by adding a Profile.xml to the Profile folder located in
C:\ProgramData\Cisco\Cisco AnyConnect Secure Mobility Client\Profile.
The xml file can contain a HostName and HostAddress (prior versions supported a User) which means I don’t have to look up the URL or IP address of a connection everytime I want to connect.
The XML file should contain the following:
<?xml version="1.0" encoding="UTF-8"?>
With the connection information saved into the xml file, you’ll be able to access them through a drop down list in AnyConnect.
The information above is based on this post by Pandiyan Murugan; I’m reposting so that I can find it easily.