This ^. It's certainly possible to do it, but depending on the configuration of your particular devices the resulting hybrid may not be stable and need some variety of additional components. Most often it's a resistor from the emitter of the first to the base of the second. A self-contained Darlington transistor is just two Darlington-paired transistors in one package, correctly stabilized. The way a Darlington pair works is that the final gain of the pair is equal to the gains of both constituents multiplied. This allows enormous final gains (generally 1000-15000 hfe or sometimes even more). The problem you run into eventually is that depending on the gain of the first device, often the second device needs to be fairly high-power-dissipation (i.e. a power transistor) to prevent blowing the whole thing up (figuratively, of course).
Also, Beaker, the MPSA18 isn't a Darlington, it's a small-signal amp/switch like a 5088, etc. MPSA12 and -13 are Darlingtons, as well as most (all?) of the TIP- family.
Through all the worry and pain we move on