The more information you have the easier this is going to be. eg, if you have a list of all the files you need to copy data from you can put them all (full path) into a column in Excel and loop down through them, opening, copying the data and closing again. If not then you'll have to mess around with filesystem objects to get a directory listing of the folder(s) they're in.
The good news is if the data is all in named ranges then it doesnt matter where it's stored in the workbook. You can access it using range("nameofrange").value
So for a group of source data files you know the location of:
thisworkbook.sheets("SheetName").range("A1048000").end(xlup).row + 1 selects the next empty cell in column A to copy the data to.
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