We introduce an extensible multi-fluid moment model in the context of collisionless magnetic reconnection. This model evolves full Maxwell equations and simultaneously moments of the Vlasov-Maxwell equation for each species in the plasma. Effects like electron inertia and pressure gradient are self-consistently embedded in the resulting multi-fluid moment equations, without the need to explicitly solving a generalized Ohm's law. Two limits of the multi-fluid moment model are discussed, namely, the five-moment limit that evolves a scalar pressures for each species and the ten-moment limit that evolves the full anisotropic, non-gyrotropic pressure tensor for each species. We first demonstrate analytically and numerically that the five-moment model reduces to the widely used Hall magnetohydrodynamics (Hall MHD) model under the assumptions of vanishing electron inertia, infinite speed of light, and quasi-neutrality. Then, we compare ten-moment and fully kinetic particle-in-cell (PIC) simulations of a large scale Harris sheet reconnection problem, where the ten-moment equations are closed with a local linear collisionless approximation for the heat flux. The ten-moment simulation gives reasonable agreement with the PIC results regarding the structures and magnitudes of the electron flows, the polarities and magnitudes of elements of the electron pressure tensor, and the decomposition of the generalized Ohm's law. Possible ways to improve the simple local closure towards a nonlocal fully three-dimensional closure are also discussed.