A bit late to the party here.
Would appending be the better solution here? To append in tableau you create an extract, then the append option shows up in the extract dropdown when you hover over the dataset. This allows you to load from a different dataset into the same columns. The drawback I've noticed when appending is there's nothing that lets you know which datasets you've appended afterward.
Alternatively you can use the union: wildcard (automatic feature). If the name of the files are similar, you can make tableau search a specified folder for a string that's in the file name (eg. file 1= Myfile1.xls, file 2= Myfile2.xls; would have wildcard string for workbooks = Myfile*). The major disadvantage here is file (and sheet) names should be similar since you cant specify file names otherwise.
I suppose that works if you are dealing with files but tables in databases which are analogous to one another in their table and field names, it doesn’t so much.
(edit by Chris McClellan : dodgy looking link removed)