The Python official site offers PDF documentation downloads, but they are separated by chapters. I downloaded the source code and built the PDF documentation, which were separate PDFs also.
How can I build one PDF file from the Makefile in the source code? I think that would be more convenient to read.
If concatenating the separate PDFs won't leaves out the table of contents (bookmarks), it would be acceptable too. I tried convert from Imagemagick, pdftk and pdfunite from poppler-utils, they all lose the bookmarks after concatenation.
If you already have PDFs, there is no need to re-create them. Instead, use something like PDF Split & Merge or PDFArchitect.
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Since the above mentioned solutions work only partially, I googled a bit and found sejda. You can download latest version here.
sejda-console merge -f PDFfile_1.pdf PDFfile_2.pdf -o PDFoutput.pdf
I tried it and it works as expected.
Try sejda-console -h merge for other options (i.e. specify dir with PDFs instead single files, etc.)
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It seems sejda-console is not freely available anymore, only as commercial sejda-console-pro
But the current free version of PDFsam (v.4.2.12) allows for the same bookmarking options.
Both appear to have the same developer.