1. Open the presentation(s) you want to merge.
2. Select all slides (or the slides you want to transfer) by clicking on the "Preview" slides on the left, then Cmd + A.
3. Copy the selected slides (Cmd + C)
4. Open the presentation you want to merge all presentations into, select the last slide and then paste (Cmd + V).
5. Repeat until you've got all presentations merged.
The procedure listed by King Leo will work very well. However, if you have used different Themes for each sub-presentation you will need to reformat the various Themes into one common Theme if you want your new combined presentation to have the same appearance throughout.
One other thing to be aware of - if you have used different Themes, the fonts also may be different from one segment to the next.
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merging keynote presentations
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