Classes.kt

data class User(val name: String)
data class Message(val title: String, val sender: User?)

Cool.kt

val list = listOf(
        Message("Message 1", null),
        Message("Message 2", null),
        Message("Message 3", null)
)

Observable.merge(
        mutableListOf(
                Observable.fromIterable(list)
                        .flatMap { a -> Observable.just(a) },
                Observable.just(User("Nelson"))
                        .map { user -> Message("Message com User 1", user) },
                Observable.just(User("Glauber"))
                        .map { user -> Message("Message com User 2", user) },
                Observable.just(User("Vasconcelos"))
                        .map { user -> Message("Message com User 3", user) },
                Observable.just(User("Leal"))
                        .map { user -> Message("Message com User 4", user) }
        )
).subscribe { message ->
    print(message.toString())
}