I wrote this many years ago, but maybe it will help you. I added an extension for the latest version of Excel (xlsx). Seems to work.
Sub MergeExcelDocs()
Dim lastRow As Integer
Dim docPath As String
Dim baseCell As Excel.range
Dim sysObj As Variant, folderObj As Variant, fileObj As Variant
Application.ScreenUpdating = False
docPath = Application.GetOpenFilename(FileFilter:="Text Files (*.txt),*.txt,Excel Files (*.xls),*.xls,Excel 2007 Files (*.xlsx),*.xlsx", FilterIndex:=2, Title:="Choose any file")
Workbooks.Add
Set baseCell = range("A1")
Set sysObj = CreateObject("scripting.filesystemobject")
Set fileObj = sysObj.getFile(docPath)
Set folderObj = fileObj.ParentFolder
For Each fileObj In folderObj.Files
Workbooks.Open Filename:=fileObj.path
range(range("A1"), ActiveCell.SpecialCells(xlLastCell)).Copy
lastRow = baseCell.SpecialCells(xlLastCell).row
baseCell.Offset(lastRow, 0).PasteSpecial (xlPasteValues)
baseCell.Copy
ActiveWindow.Close SaveChanges:=False
Next
End Sub
EDIT:
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