I've got a master document:

<talk-master><title>My Talk</title>
<slide-group href="group-1.xml"/>
<slide-group href="group-2.xml"/>
</talk-master>

And I can then merge these documents with:

<xsl:template match="slide-group">
<xsl:apply-templates select="document(@href)/slide-group/node()"/>
</xsl:template>

Here's that stylesheet and example: merge-slides.xsl talk-master.xml group-1.xml group-2.xml