mencoder -oac copy -ovc copy ./file1.avi ./file1.avi -o ./out.avi

That example may not place keyframes in- (you know how you use the arrow keys in mplayer to forward or rewind?)
For an example that would put in keyframes:

mencoder file1.avi file2.avi -oac copy -ovc lavc -o out.avi

For closer together keyframes:

mencoder file1.avi file2.avi -oac copy -ovc lavc -o out.avi -lavcopts keyint=5

This would change your output quality.

If you get an audio encoding error, you may have to choose an audio codec..

mencoder file1.avi file2.avi -oac pcm -ovc copy -o out.avi

If you don’t want to deal with keyframes, simply use the -forceidx option when you play the movie

mplayer -forceidx ./out.avi

What is mencoder?

mencoder is part of mplayer, you can install via yum on fedora core packages (as root)..

yum -y install mencoder

I had a lot of these to join.. so..
I made a perl script that I can use use without so much fuss.. one that I don’t have to tell it what the output file is going to be.
I put it in ~/bin/avijoin

#!/usr/bin/perl
use strict;

my $outfile = outfile();

my @arg = (qw(mencoder -oac copy -ovc copy), @ARGV, '-o',$outfile);

system(@arg) == 0 or die($?);

print "Wrote:\n$outfile";

exit;

sub outfile {
@ARGV or die('missing args');
my $outfile = $ARGV[0];
$outfile=~s/([^\/]+)\.(\w{1,5})$// or die;
my ($filename,$ext) = (uc $1,$2);
my $x=0;
$filename=~s/\W//g;
my $_outfile;

for(1){
$_outfile="$outfile/$filename$x.$ext";
last unless -e $_outfile;
$x++;
}
return $_outfile;

}

Make sure to chmod 0755 ~/bin/avijoin