SAS: concatenate different datasets while keeping the individual data table names

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If you have SAS 9.2 or newer you have the INDSNAME option
http://support.sas.com/kb/34/513.html

So:

data final;
format dsname datasetname $20.; *something equal to or longer than the longest dataset name including the library and dot;
set my_data_1 abc xyc indsname=dsname;
datasetname=dsname;
run;

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