The methods are many, but, it all depends on how exactly it's stored currently. Text, XLS, MDB?
First, put them all in a single Access MDB. Makes it easier to do the rest. If they're in other MDB's, right click and export the tables to the other (unopened) database.
Once there, make some append queries with the wizard. Assuming they're all identical (same fields, lengths, etc etc)
Copy one of them to a new table name. Then go to the queries and make a select query for one of the other tables. Then convert it to an append query and select the table you just made above (for the first one). If all the field names match, it'll dynamically assign the correct fields to update.
Repeat 3 more times.
Mike