Consolidating data multiple workbooks excel
You create a "table" for each spreadsheet to be merged You create a "query" which pulls the desired columns to one sheet Please see the Consolidate Worksheets Wizard add-in for Excel The add-in has several merge modes, one of them does exactly what you need.
Please see this link for a detailed description of the mode (how to combine sheets with the same name to one) The add-in is a shareware, but it has a 15-day fully-funtional trial version (download button at the top of the page), so you can merge thousands of your workbooks for free :) The selected worksheets will be moved or copied from the original workbook into your "Master" workbook. Because it has attracted low-quality or spam answers that had to be removed, posting an answer now requires 10 reputation on this site (the association bonus does not count).
You can read more about MS Queries here: Instead of manually setting up a union query, you can use the code in a sample file from Excel MVPs, Kirill Lapin (KL), with amendments by Hector Miguel Orozco Diaz.
Pivot Table - The first example works on multiple files, which must have the data in identical structures, and you can read the instructions on my blog.
To see Kirill's pivot table code, you can download the Pivot Workbooks example.
With this solution, you'll end up with a normal pivot table, with none of the limitations.
However, it's a bit tedious to set up, especially if you have more than a couple of tables.
Just close the source wookbook and do it again with the next one, until you've collected all the worksheets you care about into one large wookbook. Would you like to answer one of these unanswered questions instead?