If you regularly work with textfiles you might find the software Txt Collector handy. Txt Collector is basically a text file merger which can be used to merge an unlimited number of text files into one. This can be pretty useful in many ways. You could for instance combine all readme documents of applications that you use into one text file for faster (no more where was that readme again) access or combine log files for better processing.
Txt Collector comes with some options to make the life of the user a bit easier. It may grab all text files from one directory plus all subdirectories if desired and combine them on the fly which is great if you want to merge many text files.
It is furthermore possible to add separators after each text file to see the end and the beginning of new text files visually. Txt Collector supports all Microsoft operating systems starting with Windows 95 up to Windows Vista.
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Split Or Merge PDF Files

Very good software indeed. Martin, you forgot to mention that it can merge .html files too {I think, it’s important}. The one and only free win porgram of such kind I know.
Sometimes books or docs on Internet comes divided into chapters {sometimes small chapters}. If yo want to read them really like a book, not like a pack of small files, you have to merge them. And TxtCollector does this job.
Roman you are right. I totally forgot to mention that you can merge other filetypes as well.
For managing text files I’d also recommend Leo (crossplatform, FLOSS, written in Python) – it can easily do that and also much more…
Unfortunately, it requires some time to learn – but it REALLY pays off!