You're going to have to provide a bit more information here, as there are many ways this could be perceived.
Let's say you have data in A1:A10, B1:B10, C1:C10, etc. for 10 columns. Do you want the data in B1:B10 to be added below A1:A10? Then C1:C10 below the new A1:A20? It won't be difficult to do, but it's better to know ahead of time rather than code and re-code due to lack of planning.
For the heck of it, I've coded an example of my "assumption" above, which would combine all columns into column A, stacked one data set below the other.
Code:
Sub combine()
Dim i As Long, lastRow As Long
For i = 2 To 10
lastRow = [A65536].End(xlUp).Row
Range(Cells(1, i), Cells(Cells(65536, i).End(xlUp).Row, i)).Cut _
Range("A" & lastRow).Offset(1, 0)
Next i
End Sub