We introduce a plume tracking algorithm based on robot formations. The algorithm is inherently designed for multi-robot systems, and requires at least two robots to collaborate. The robots try to keep themselves centered around the plume while moving upwind towards the source, and share their odor concentration and wind direction measurements with each other. In addition, robots know the relative poses of other team members. Systematic experiments with up to 5 real robots in a wind tunnel show that the robots achieve close-to-optimal performance in our scenario, and by far outperform previous approaches. The performance gain is attributed to the fact that robots continuously share information about the plume (odor concentration, wind direction) without spatially competing for acquiring it.