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You can manually enter the data set names or use MACRO logic to generate the repetitive data set names when combining many data sets on a SET statement. Starting in SAS 9.2, dash lists can be used to list out the data sets.

/* Create sample data sets to append with the macro.  Note the data set */
/* names use the naming convention of DSn, where n is an incrementing   */
/* number.                                                              */

data ds1;
  x=1;
run;

data ds2;
  x=2;
run;

data ds3;
  x=3;
run;

/* Build a macro called NAMES with two parameters.  The first parameter   */
/* is the 'prefix' of the naming pattern.  The second parameter is the    */
/* maximum number of data sets you want to generate on the SET statement. */                               

%macro names(prefix,maxnum);
  %do i=1 %to &maxnum;
    &prefix&i
  %end;
  ;
%mend names;

/* Call the macro on the SET statement */

data all;
  set %names(DS,3);
run;

proc print data=all;
  title "Appended results";
run;


Starting in SAS 9.2, a dash list can be used.

data all;
  set ds1-ds3;
run;

Appended results             

Obs    x

 1     1
 2     2
 3     3

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