Wrap it in a div and apply the "slds-form_horizontal" class like so:
<aura:component implements="force:appHostable,flexipage:availableForAllPageTypes,lightning:isUrlAddressable">
<lightning:card title="Select Example" iconName="standard:default" class="slds-size_1-of-4">
<div class="slds-form slds-form_horizontal slds-p-around_medium">
<lightning:select label="Name">
<option value="test">Premium</option>
</lightning:select>
<lightning:select label="Color">
<option value="test">Space Gray</option>
</lightning:select>
<lightning:select label="Size">
<option value="test">X-Large</option>
</lightning:select>
<lightning:select label="Quantity">
<option value="test">10</option>
</lightning:select>
<lightning:select label="Weight">
<option value="test">10g</option>
</lightning:select>
<lightning:select label="Material">
<option value="test">Alumninum</option>
</lightning:select>
</div>
</lightning:card>
</aura:component>
This is how the example above renders as of Winter '19:
