Yes. EstateVal, GiftVal, and CostBasis can all do it.
To merge one portfolio into another, first load the target portfolio as normal, and then select File → Merge.... From the dialog that appears, select the portfolio you want to merge into the one already loaded. Its lots will be appended to the bottom of the existing entries in the grid. Any already-evaluated data in the merging portfolio will also be brought in.
You can rearrange the lots in the newly merged portfolio using Edit → Delete Row or Ctrl+D to delete a row, Edit → Insert Row or Ctrl+I to add one, and you can move lots around with Edit → Shift Row Up and Edit → Shift Row Down, or Ctrl+Up and Ctrl+Down.
The new portfolio can either be saved under the original filename of the first portfolio, or you can select File → Save As... to use a new name, independent from both original files.