There is a recent message in the old "Ask an expert" thread which I want to answer here in a new thread.
For versions before 6:
You can use the commands GROUP, CUT and PASTE to generate one big board:
Open the board you want to put into the clipboard and
use DISPLAY ALL first to activate all layers.
Now:
GROUP to select all elements
CUT and a mouse click into the drawing puts it into
the buffer
EDIT the "target" layout
PASTE it now
The same can be done with several boards. Please be aware that the silk screen can be changed.
The names of the parts on the layout must be unequivocal. Therefore the part names must be changed.
If you need the silkscreen on your boards, you have to use panelize.ulp before.
Regards,
Richard