Simply following @baptiste's directions,
data <- data.frame(a=rnorm(100), b = rnorm(100,.5,1.2))
data <- melt(data)
colnames(data) <- c("Category", "Intensity")
p <- ggplot(data, aes(x=Intensity))
p + geom_line(aes(color=Category), stat="density", size=2, alpha=0.4)