How can I make CRLs to be taken in account when validating certificates on OpenSSL linked applications

Issue

While usually applications that are using OpenSSL bindings to validate certificates are having a CApath option there is no relevant option for Certificate Revocation Lists (CRLs). How can multiple certificate revocation lists be maintained for an application that trusts multiple CAs?

An example of applications where this can be used is curl (which also provides the libcurl that is used by many other applications).