You probably expected this, but you can copy , delete or add and empty report WITHIN a document. Merging reports from different documents is no option, which is easily understood. Each document holds it’ s own set of objects, variables and formulae, so you would run into an incompatibility issues…
There is an option in BOB’s Downloads area that you might want to check out. It allows you to duplicate a data provider, including the ability to move the data provider to another document. Once you have done that, you can use templates to recreate your reports.
So while it is not directly supported, you can get something done easier than recreating all of the separate reports into the single document that you want to keep.