This paper is concerned with finite sequences of integers that may be written as sums of squares of two nonzero integers. We first find infinitely many integers n such that n,n + h and n + k are all sums of two squares where h and k are two arbitrary integers, and as an immediate corollary obtain, in parametric terms, three consecutive integers that are sums of two squares. Similarly we obtain n in parametric terms such that all the four integers n,n + 1,n + 2,n + 4 are sums of two squares. We also find infinitely many integers n such that all the five integers n,n + 1,n + 2,n + 4,n + 5 are sums of two squares, and finally, we find infinitely many arithmetic progressions, with common difference 4, of five integers all of which are sums of two squares.