Yes, there is a way:
Keep in mind that if the Subjects in the different Protocols are using Default anatomy, these Default anatomies must be the same. If the Subjects are not using the default anatomy, merging them in a Protocol is straight forward by manipulating the files in the database.
It is a good idea to make backups before merging protocols. Also, use copy, paste, delete, instead of moving files, in case something fails during reading/writing.