There are some musical tracks that—even though they're distinct on the CD (or sold as separate tracks online)—are meant to be played together. As examples, there are a number of such Pink Floyd tracks, Queen's We Will Rock You and We are the Champions, and Jackson Browne's The Load Out and Stay.
I thought I remembered that iTunes used to be able to merge such tracks, and said as much on Twitter:
From the responses, I learned that my memory was wrong: You could only merge tracks during a CD import, which you can still do today:
But for online purchases or other non-CD music, the only solution appeared to be exporting the tracks, merging them together, then reimporting as one. (Doug Adams' $5 Join Together, for example, makes the process about as simple as possible.)
I only had a few such tracks I wanted to combine, so duplicating song data and using an external tool seemed like overkill, but it seemed like the only way. Then Chris Jennings came up with a solution that works for me (with some caveats…).