Python ships with the wave module that will do what you need. The example below works when the details of the files (mono or stereo, frame rates, etc) are the same:
import wave
infiles = ["sound_1.wav", "sound_2.wav"]
outfile = "sounds.wav"
data= []
for infile in infiles:
w = wave.open(infile, 'rb')
data.append( [w.getparams(), w.readframes(w.getnframes())] )
w.close()
output = wave.open(outfile, 'wb')
output.setparams(data[0][0])
for i in range(len(data)):
output.writeframes(data[i][1])
output.close()