procedure ReUniteFile(const Files: TStrings; const FileName: string);
var
  f1, f2: TFileStream;
  i: integer;
begin
f1 := TFileStream.Create(Filename, fmCreate or fmShareDenyWrite);
  try
  for i:=0 to Files.Count-1 do
    begin
      f2 := TFileStream.Create(Files[i], fmOpenRead or fmShareDenyNone);
      try
        f1.CopyFrom(f2, 0);
      finally
        f2.Free;
      end;
    end;
  finally
    f1.Free;
  end;
end;

procedure TForm1.Button1Click(Sender: TObject);
var
  sl: TStringlist;
begin
  sl := TStringlist.Create;
  try
    sl.Add('c:\Bild.bmp.001');
    sl.Add('c:\Bild.bmp.002');
    ReUniteFile(sl, 'c:\NeuesBild.bmp');
  finally
    sl.Free;
  end;
end;