You can do this with Preview.

I've always been partial to `gs -dBATCH -dNOPAUSE -q -sDEVICE=pdfwrite -sOutputFile=merged.pdf *.pdf`.

gs is installable via homebrew.

If this interests you, I would suggest PDFsam.

It has a lot of actually really useful pdf slicing features, like alternate merge (for merging both sides of scanned documents into one).