This paper is concerned with a finitely generated module $M$ over a(commutative Noetherian) local ring $R$. In the case when $R$ is a homomorphic image of a Gorenstein local ring, one can use the well-known associativity formula for multiplicities, together with local duality and Matlis duality, to produce analogous associativity formulae for the local cohomology modules of $M$ with respect to the maximal ideal. The main purpose of this paper is to show that these formulae also hold in the case when $R$ is universally catenary and such that all its formal fibres are Cohen-Macaulay. These formulae involve certain subsets of the spectrum of $R$ called the pseudo-supports of $M$; these pseudo-supports are closed in the Zariski topology when $R$ is universally catenary and has the property that all its formal fibres are Cohen-Macaulay. However, examples are provided to show that, in general, these pseudo-supports need not be closed. We are able to conclude that the above-mentioned associativity formulae for local cohomology modules do not hold over all local rings.