I've got the same situation and I think it is impossible
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Even I tried to include two workbooks in a single workbook but as you said bookmark option is only applicable to worksheets not for workbooks and trying to workout other ways to achieve this, I finally gave up not finding any workaround. Anyone on this forum if provides any solution could be useful else this would make a good one for http://community.tableau.com/community/ideas
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Have you tried copy and paste?
Tableau allows you to open Workbook 1 and select multiple sheets or dashboards, right click on any of the selected views and click copy. In Workbook 2, simply click paste on an existing view or next to the new sheet/dashboard icons. The nice thing is if you have a dashboard, copying the dashboard will move all the underlying views for you.
If your data sources are identical, you may have to replace one and then close the duplicate, but i have found this to be a very easy way to combine workbooks.
Please let me know if this helps.