1. Firstly, open one of the pdf files in Preview. Preview is the default application that a pdf will open into. If you just double click on the pdf file it will open in Preview.
2. Now go to the menu at the top of the screen called ‘View’ and click on ‘Sidebar’ (or ‘Show Sidebar’ if you have Snow Leopard). Alternatively, press Shift-Command-D to show the thumbnails. This will make a sidebar appear on the right side of the window with thumbnails of all the pdf pages in it. (See the pictures below).
NOTE: In Mavericks (OS X 10.9) and newer you need to go to View:Thumbnails not View:Sidebar. For full Mavericks instructions see here.
3. You can now drag the second pdf file (from a folder or from your desktop) or even a page from within the second pdf file (from thumbnail view) into this sidebar window, and it will be added to your pdf document as an additional page.
In older versions of Preview like Leopard, you get a red line to show you the pdf will not be merged. (See above. The red line disappears when you drag the icon over the existing page icon to show they will be merged.)
With Snow Leopard you get a blue bar to show they will not be merged.
In Lion no lines appear at all if they are not going to be merged.
In all cases you get the second grey border to show they will merge.
You can now save the new merged file – use ‘save as’ to save a new document with the merged files, or you can use use ‘save’ to save over the existing document, adding the new pages to it.
Here’s an alternate way suggested in the comments below. It’s much faster if you have multiple files to merge.
From “Finder”, select and click all the pdf’s you want to assemble.
This will open them all at once in “Preview”.
Pick the “File” dropdown menu .
Pick the “Print” dropdown menu.
In the lower left hand corner, click the arrow next to “PDF”.
Click “Save to PDF”.
This will save all the separate pdf files into one pdf document.
Here are some more macintoshhowto.com articles to do with pdf documents:
Click here for how to reduce the file size of a pdf file.
Click here for how to edit a pdf document.
Click here to for how to make a pdf booklet.
Apple have just published a very good article on how to do this here (Nov 2017)
They also describe the need to drag on top of the thumbnail in older versions of OS X but they over-simplify things a bit too much. Because every version of OS X has had a slight change, you are better off using my guides above that are specific to the OS version that you have.
How to merge two pdf files in OSX