I can produce a list of Plots, no problem, with this line of code
MapThread[
Plot[PDF[NormalDistribution[#1, #2], x], {x, -4, 4}] &, {{0, .1}, {1,
1.5}}]

But this code
MapThread[
Show[Plot[
PDF[NormalDistribution[#1, #2], x], {x, -4, 4}]] &, {0, .1}, {1,
1.5}]
Does not produce both plots in the same graphic.