I have done exactly this - Automator is the other secret weapon in MacOSX's arsenal.
Downloading a bunch of PDFs from my bank/broker into folder and then running an Automator script to combine them into a single PDF is the only satisfying part of collecting information for my tax return.
Downloading a bunch of PDFs from my bank/broker into folder and then running an Automator script to combine them into a single PDF is the only satisfying part of collecting information for my tax return.