Batch Merge is a quick script for 3ds Max, developed by colinsenner, that merges multiple files into a scene. Its focus is on merging files quickly, working across a wide set of file formats.
As of the changelog from version 1.3, Batch Merge added support for many file formats for merging. That set includes FBX, PRJ, DWG, DXF, IGE, IGS, IGES, MAX, 3DS, SHP, SKP, STL and OBJ. The script is compatible with 3ds Max version 9 and newer.
The current version is 1.5, distributed as a small download, and a demo video is available. Batch Merge is listed in the scriptspot library at popularity rank 177. For the latest information and to download the script, see the developer's page at colinsenner.com.