Combine Flash Movies

1) Open the first Flash FLA movie in Flash you want to combine with another movie. Open the second
    movie

2) Right-click any frame in the Timeline panel (in the second movie) and choose "Select all Frames" from the
    fly-out menu. Right-click the selected frames and choose "Copy Frames" from the fly-out menu.

3) Go to the first movie. Scroll to the end of Timeline to the first column of blank frames.
    Right-click the first blank frame in the first (top) layer and choose "Paste Frames" from the fly-out menu.
    Flash pastes all the layers and frames---and their contents---into the Timeline, appending the movie and  
    extending the Timeline to hold the new content

4) Repeat these steps for each additional movie you want to add to this one.

Combining Movies with Scenes

1) Open the first Flash FLA movie in Flash you want to combine with another movie. Open the second

    movie

2) Right-click any frame in the Timeline panel (in the second movie) and choose "Select all Frames" from the

   fly-out menu. Right-click the selected frames and choose "Copy Frames" from the fly-out menu.

3) Go back to the first movie. Click "Window" on the menu bar and choose "Other Panels," and then select

    "Scene" from the Other Panels fly-out menu. This opens the Scene panel.

4) Click the "Add Scene" button in the Scene panel (first button in the lower-left corner of the panel). Flash

    creates a new scene and displays it in the document window. Right-click frame "1" on "Layer 1" and   

    choose "Paste Frames" from the fly-out menu. Flash pastes the content from the movie where you  
    copied the frames into this scene. When you test or export the movie to a SWF file, Flash Player will play
    each scene, one after the other.

Repeat these steps for each additional movie you want to add to this one.

Source:
http://www.ehow.com/how_6002759_combine-flash-movies-one-movie.html
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