This is a requirement, for example, if one is preparing the proceedings of a conference whose papers were submitted in LaTeX.
The nearest things to canned solutions are Peter Wilson's combine and Federico Garcia's subfiles classes.
Combine defines the means to '\import' entire documents,
and provides means of specifying significant features of the layout of
the document, as well as a global table of contents, and so on. An
auxiliary package, combinet, allows use of the \titles
and \authors (etc.) of the \imported documents to appear in
the global table of contents.
Subfiles is used in the component files of a multi-file project, and the corresponding subfiles is used in the master file; arrangements may be made so that the component files will be typeset using different page format, etc., parameters than those used when they are typeset as a part of the main file.
A more 'raw' toolkit is offered by Matt Swift's includex and moredefs packages, both part of the frankenstein bundle) offer a possible way forward.
Includex enables you to '\includedoc' complete articles
(in the way that you '\include' chapter files in an ordinary
report). It doesn't do the whole job for you, though. You need to
analyse the package use of the individual papers, and ensure that a
consistent set is loaded in the preamble of the main report.
A completely different approach is to use the pdfpages
package, and to include articles submitted in PDF format into a
a PDF document produced by PDFLaTeX. The package
defines an \includepdf command, which takes arguments similar to
those of the \includegraphics command. With keywords in the
optional argument of the command, you can specify which pages you want
to be included from the file named, and various details of the layout
of the included pages.
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=multidoc