With gzip you can do something like this:
gzip -c file1 > output.gz gzip -c file2 >> output.gz gzip -c file3 >> output.gz
and when you uncompress output.gz it will contain concatenated values of file1 file2 and file3.
Can the same be done reliably with bzip2? I can't find any mention of this in bzip2 docs, but maybe I'm just bad at reading/understanding?