If you are using GUIDs as surrogate keys, then the data can be combined with no problem.
If you are using natural keys, then the data can be combined as long as you check for duplicates first (which is a good thing to do anyway).
If you are using identity keys, then you will need to load each full database into a set of staging tables, adding the data to production tables one at a time starting at the top of the hierarchy, and modifying the key values as you go. This takes considerable coding.
If it's not practically useful, then it's practically useless.