ADO .NET DataSet will help you.
Please have a look here:
https://support.microsoft.com/en-us/kb/311530[
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e.g. C# WPF
OpenFileDialog ofd = new OpenFileDialog();
ofd.Multiselect = true;
ofd.Filter = "XML files (*.xml) |*.xml";
bool? result = ofd.ShowDialog();
if(result == true)
{
DataSet dsAll = new DataSet();
foreach (string fileName in ofd.FileNames)
{
DataSet dsTemp = new DataSet();
dsTemp.ReadXml(fileName);
dsAll.Merge(dsTemp);
}
string directoryName = Path.GetDirectoryName(ofd.FileNames.First());
string exportfileName = Path.Combine(directoryName, "All.xml");
dsAll.WriteXml(exportfileName);
}