Are the lists in the same format e.g. Name Column, Address Column etc.?
If so you can just append them into one big list.
I f not - which is what I suspect _ you will need to create a new list with all the categories you need and then move the info from the lists to the single list. I'm afraid this might be mainly a manual task. (although there are some things that may be done by formula). It will really depend on the quality of the existing data.
I assume you want to end up with one list , and each person appears only once but they may have different attributes (e.g. headings) which will not necessarily be filled in for each entry.
It is difficult to be precise without seeing some of the data you already have. Perhaps you could share some of it?