We develop a model that describes the dynamics of a finite number of strains that confer partial cross-protection among strains. The immunity structure of the host population is captured by an index-set notation where the index specifies the set of strains to which the host has been exposed. This notation allows us to derive threshold conditions for the invasion of a new strain and to show the existence of an endemic multi-strain equilibrium in a special case. The dynamics of systems consisting of more than two strains can exhibit sustained oscillations caused by an overshoot in the immunity to a specific strain of cross-protection is sufficiently strong.