Case Statement with Multiple Conditions

In that case

Sub test()
    Dim x As Worksheet, y As Worksheet
    On Error Resume Next
    Set x = Sheets("sheet1")
    Set y = Sheets("sheet2")
    On Error GoTo 0
    Select Case True
        Case x Is Nothing And y Is Nothing
            ' do 1
        Case Not x Is Nothing And Not y Is Nothing
            ' do 2
        Case Not x Is Nothing
            ' do 3
        Case Not y Is Nothing
            ' do 4
    End Select
End Sub

That did the trick jindon, many thanks!