I was just in a bit of a pickle and needed to join two .avi files together while in Ubuntu. There are a number of solutions out there, but the most simple solution I could find was via avimerge. Here's how I did it.

Install avimerge

$ sudo apt-get update sudo apt-get install transcode-utils

Merge your files

$ avimerge -i input_file1.avi input_file2.avi -o output_file.avi

It's as simple as that. I did this in Ubuntu 10.10, but this should work for older versions as well.