You have to supply only file path and mask, script does the rest. The resulting sav file contains a variable identifying the source file of each case.

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' Demo: this script combines all sav files (meeting a given mask eg *.sav) located in a given folder 
' The sav files will normally have the same variables (but it works even if they don't)
' The label of the variable source contains the path of the data files 
' The value labels of the variable source contain the name of the source data files 
' rlevesque@videotron.ca 2001/10/2
' Visit my SPSS site http://pages.infinit.net/rlevesqu/index.htm
Option Explicit

Sub Main
	Dim strPath As String
	Dim strFilemask As String
'	Modify the next 2 lines to fit your requirements
	strPath		="c:\\temp\\"
	strFileMask	="f*.sav"
	Call CombineDataFiles(strPath, strFileMask)
End Sub


Sub CombineDataFiles (strPath As String, strFileMask As String)

Dim strFname As String
Dim strCmd As String
Dim intFileNb

	If InStr(strPath, "\\") = 0 Then		'no path given, use current folder
		strPath = objSpssApp.GetSPSSPath
	End If
	If Len(strFileMask) = 0 Then 		'no file Mask given, combine all files
		strFileMask = "*.sav"
	End If

    'Get the first file name and load file
    strFname = Dir$(strPath & strFileMask)
	strCmd = "GET FILE='" & strPath & strFname & "'." & vbCr
	strCmd = strCmd & "COMPUTE source=1." & vbCr
	strCmd = strCmd & "VALUE LABEL source 1 " & "'" & strFname & "'." & vbCr
	strCmd = strCmd & "VARIABLE LABEL source 'path=" & strPath & "'." & vbCr 
	strCmd = strCmd & "EXECUTE."
	objSpssApp.ExecuteCommands strCmd , True

	'Combine the other files
	intFileNb = 2
    While strFname <> ""
		strFname = Dir$()
		If strFname <> "" Then
			strCmd = "ADD FILES /FILE=* /FILE='" & strPath & strFname & "'." & vbCr
			strCmd = strCmd & "IF MISSING(source) source=" & intFileNb & "." & vbCr
			strCmd = strCmd & "ADD VALUE LABEL source " & intFileNb & " '" & strFname & "'." & vbCr
			strCmd = strCmd & "EXECUTE."
			Debug.Print strCmd
			objSpssApp.ExecuteCommands strCmd , True
			intFileNb = intFileNb + 1
		End If
    Wend 

    ' Save the combined file 
	strCmd = "SAVE OUTFILE='" & strPath & "combined file.sav'." & vbCr
	strCmd = strCmd & "EXECUTE."
	objSpssApp.ExecuteCommands strCmd , True
	
End Sub