Tobias, if your data is in two different files (not tabs) then the short answer is you can't. You'll need to consolidate the data into a single file. It can be on multiple tabs (and then use the article Mark pointed you to), or you could just copy/paste one table to the bottom of the other, since the fields are exactly the same. Either way you can not join or union data from two different Excel files in Tableau.
Your other option is to blend the two files together by creating two separate connections.
It's not possible yet but maybe in the near future Tableau will finally include a union option. Blending is fine for small datasets but blending seperate databases breaks down the performance, even if you work with extracts.
For now you only have 2 options:
-paste data into one Excel file on different tabs.
-Load all data into a database and join it into a view, then connect Tableau to that view.
Thank you guys (impressed by the speed!!)! So I wait for a future like this in future and meanwhile use a work around.