There are several methods described here at
DVD-guides.com to combine content of different DVDs so that it can be burn into one recordable media. Unfortunately using any of these methods it is possible only to combine parts of the original disks. You can not combine whole DVDs so that their original menus and navigation still work.
At the moment of writing this guide there is only one tool which allows to really merge FULL DVDs into one disk - keeping original menus, languages, everything. The name of this wonder is
DvdReMake. It can combine 2 DVDs into one. Its "older brother"
DvdReMake Pro can combine up to 4 disks.
When played this disk will show a start up menu asking what disk you would like to go to; after that selected disk will play as if it is the only one on the DVD. At any time during playback pushing "title menu" on the remote will take you back to this start up menu so that you can choose another disk.
The best thing is that you don't need to know a thing about DVD internals to do it. Procedure is completely automated.
Programs can be downloaded from the publisher siteHere is how you do it.
Start with ripping DVDs you want to merge to your hard drive and importing them into DvdReMake (Pro). Select "File/Import DVD..." and get into folder with files you want to import.

Once disks are imported go to "Tools/Merge DVDs…" …

… and select projects you want to merge:

Hit "Merge" and in few seconds project with merged disk is ready:

You can export merged project now ("File/Export DVD".
Whole thing takes less than 30 seconds to import and merge disks and about 5-10 minutes to export merged project (depending on your system). You can burn it now with your favorite DVD burning application.
That is it, can't get any easier than that.
It is also possible to customize the default start up menu, but that is another guide.