If you want to do this on a one time permanent basis then use the INSERT INTO statement as defined in 6.4.3.1 of the MySql manual. It would look something like this:
INSERT INTO bigtable SELECT * FROM littletable;
Now you will have one big table instead of small ones.
If you want to retain all the small tables but have them look as though they are all part of one big table then you need to look at the MERGE function as described in 7.2 of the MySql manual.