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What is the word meaning of 'Appending'?

attach
add (something) to the end of a written document.

Common scenarios where appending (of datasets) is required in SAS?

Combine the records of students of different classes when a separate dataset is present for each class
Combine the recods of male and female students when male and female records are present in different datasets
Combine the records of screen failures and treated subjects when they are present in different datasets
Combine the records of inclusion criteria and exclusion criteria not met by subjects when they are present in different datasets
Combine the prior medications data and concomitant medications data of subjects when they are present in different datasets
Combine all the input datasets available to check the latest available date for a subject across all datasets

What does 'SET statement' of SAS data step do?

By definition, set statement is used for reading observations from one or more datasets
When only one dataset name is provided on the set statement, it reads all the observations from the input dataset unless otherwise specified and creates a new dataset (or overwrites existing dataset when same dataset name is provided in the data statement)
As specified in the first point, set statement can be used to read observations from more than dataset in a single data step
We use this ability to read observations from multiple datasets for appending observations from one dataset to another dataset
To append datasets, we need to specify the names of the input datasets separated by space on the set statement
When appending, SAS reads all the observations from first input dataset and then starts reading the observations from the nex input dataset. That is, in the output dataset we will see the observations from first dataset first followed the observations from second input dataset and so on

Create some example datasets

data males females;
   set sashelp.class;
   if sex="M" then output males;
   if sex="F" then output females;
run;
 
data preteen teen;
   set sashelp.class;
   if age lt 13 then output preteen;
   if age ge 13 then output teen;
run;
 
data sedan sports othercars;
   set sashelp.cars;
   if type="Sedan" then output sedan;
   else if type="Sports" then output sports;
   else output othercars;
run;

Combining input datasets having same attributes using SET statement

When appending datasets with set statement, SAS reads all variables and observations from the input datasets

Create a dataset named m_and_f by appending males and females datasets using set statement

We need to specify the name of the output dataset 'm_and_f' on the dataset, to hold the combined variables and observations
We need to specify the names of the input datasets (males and females) on the set statement separated by a space in between.
Notice in the output dataset, all 10 male sudent records are seen first(observations from males dataset) followed by the 9 observations from females dataset

data m_and_f;
   set males females;
run;

Create a dataset named cars1 by appending sedan and sports datasets using SET statement

data cars1;
   set sedan sports;
run;

Create a dataset named allcars by appending cars1 and othercars datasets using SET statement

data allcars;
   set othercars cars1;
run;

Create a dataset named allcars2 by appending sedan,sports and othercars datasets using SET statement

Recreating input datasets

data sedan sports othercars;
   set sashelp.cars;
   if type="Sedan" then output sedan;
   else if type="Sports" then output sports;
   else output othercars;
run;

Notice that we are appending three datasets at a time

 
data allcars2;
   set sedan sports allcars;
run;