Is really required to separate c++ constructions in a .h and a .cpp files?

Well, I'm getting in C++ universe and this doubt came over.

It's too boring to have 2 files for each meaning-unit I choose to include in my program. I know I can have multiple classes in the same (pair of) archive(s), however I would like to clarify if really there's no way to write just one file, instead of a .h and a .cpp ones.

I found some other answers (like this, that and that other) there are actually pretty explicative, but a quite older too. So hopping the language have got some improvement I came to ask:

Is there some compilation option, any another alternative extension, or whatever, that allows me to write just one file?

I appreciate it!