Photos create two different moments.

You can not - moments is totally automatic and you have no control of it - tell Apple what you want - http://www.apple.com/feedback/photos.html

LN

Moments in Photos are the new Events, i.e. groupings of photos sorted by date taken.

When the iPhoto Library was first migrated to Photos there is a folder created in the sidebar titled iPhoto Events and all migrated iPhoto Events (which are now Moments) are represented by an album in that folder.

To open the sidebar if it's not already open use the Option+Command+S key combination.

NOTE: It's been reported by several users that if the Event albums are moved out of the iPhoto Library folder in the sidebar they may disappear. It's not widespread but several users have reported that issue. Therefore, if you want to assure that you keep those Event albums don't move them outside the iPhoto Events folder.

There's a way to simulate events in Photos.

When new photos are imported into the Photos library go to the Last Import smart album, select all the photos and use the File ➙ New Album menu option or use the key combination Command+N. Name it as desired. It will appear just above the iPhoto Events folder where you can drag it into the iPhoto Events folder

When you click on the iPhoto Events folder you'll get a simulated iPhoto Events window.

Albums and smart albums can be sorted by Title, by Date with oldest first and by Date with newest first.

Tell Apple what missing features you'd like restored or new features added in Photos via Apple-Photos Feedback.

Sometimes Photos create two different moments with photos of the same day. How can I join them in one moment?

Check, if the locations are correct. Photos will sometimes split the photos from one day into different moments, if the locations are far apart - perhaps the locations need correcting.

Or if the photos have been taken with different cameras, you may have imported them while in a different timezone. Then the capture times will be interpreted as based on different timezones and Photos will split the moments.

If there should be a problem with timezones for different imports, you can fix it using "Adjust Date and time".

If you adjust the dates and times, Photos will merge the moments usually after you restart photos.

All photos have same date and timezone and they still appear in two different moments.

And the same location? And capture time?

I cannot even get two photos into the same collection, if the location is in two different states, only a few hours apart.

And two different locations in the same city may split a moment, if there is a gap of a several hours.

But if you should spot two photos with apparently identical data and time, and the same location, and they are still in two different moments, you may have a timezone problem.

Then try the following: Use Adjust Date&Time to adjust the date and time of both photos by only a second, make sure the same timezone is selected. Then restart Photos and check, if the both photos will move to the same moment.

You cannot see the time zones in the info panel of a photo. If Photos is showing the timezone, it is a fake. It will simply show the timezone of your system time.

After that I can delete this photo and they all keep together.

That is good to know!

I tried what you suggested : to join a "lost" picture alone in a moment because it was taken more than 5 hours before the others, I duplicated it, I changed the time of the duplicated picture to a time between the "lost" one and the others and they all were in the same moment. I deleted the duplicate one and the "lost" picture remained in the same moment. Wonderful, NO ! when the duplicated picture is really deleted from "Photos" (30 days after or when you do it yourself) the "lost" picture stays again alone in a moment !