With most pens, it is not possible to blend colors the same way you would blend with colored pencils or crayons, because the ink does not allow for this.

There are, however, a few types of pens that do allow for blending (although the last one is technically a "marker"):

You can blend these colors together by layering one on top of the other, but make sure the layers are completely dry before you add another layer. You can also blend the colors together using a toothpick while the colors are still wet. The lines from these Sakura Gelly Roll Glaze Pens are raised and glossy, kind of like an embossed effect. These cool pens even work on ceramics and glass!

Tombow Dual Brush Pens blend easily. They come in 144 colors, but you don't need to own them all because you can blend colors with the Dual Brush Blender Pen. Tombow Dual Brush Pens are quite versatile, so you can use them for sketching and coloring, and also use them to create watercolor effects. As you can see in the photo above, each pen has caps on both ends. One end is brushlike (which makes it more like a marker than a pen, in my opinion) and the other end is pointed, so you can create a variety of effects.

Tombow Dual Brush Pens can be purchased individually or in sets, such as sets of grayscale colors, landscape colors, portrait colors, primary colors, secondary colors and manga colors.

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Although you asked about blending with pens, it's worth mentioning alcohol markers because they're designed for easy blending.

Copic Markers are world-famous amongst manga/comic book artists, fashion designers, and fine artists alike. Although Copic Markers are available in hundreds of colors, you can easily blend them to get the colors that you need. They also have a brush-like end and a pointed end. The nibs and marker barrels are replaceable, in case you run out of ink or need a new nib.

Copic markers are available in 3 main types: Original, Sketch and Ciao. The main difference is the nibs on each end and the number of colors available. Copic Original markers are available in 214 colors and have a broad nib on one end and a fine nib on the other. The Sketch and Ciao markers both feature a medium broad nib on one end and a brush nib on the other. The main difference between the two is that the Ciao is smaller and cheaper (contains less ink) and is available in fewer colors: 180 Ciao colors vs. 358 Sketch colors.

I own the Sketch markers because I like the huge color range and I prefer the brush nib over the fine point nib. All Copic markers can be purchased individually, so if you're thinking of investing in a set or range of colors, I'd recommend buying a couple of markers from each type to see which suits you best.

To learn more check out my in-depth review of Copic Markers!

If you're on a budget, you might be interested in my detailed review of Ohuhu Markers, which are alcohol markers just like Copics, but they cost a fraction of the price!