There isn't any automatic way to do this - everyone's needs will obviously be different and catering to all of them would be impractical. However, you should be able to write some code to handle this with relative ease - they are just GameObjects after all.
The core algorithm should be something like this:
1. Create new sprite collection
2. Copy parameters from sprite collection 1, append information from 2, 3, and so on. Build sprite collection.
3. Create new animation (or modify existing one) - you can duplicate an animation in the project window, which is really handy when you want to modify the original and not break any links to objects.
4. Remap all sprite indices by looking for them by name if names are unique, or if they aren't its a bit more complicated - you'll have to maintain a map to remap them.
Hope that helps. I've noted this request though. If anyone else thinks something like this will be useful (at least as a code sample) please let me know.