I have a model that has different .obj files for the head and body. How can I merge them into one file? I have tried everything I know. Which isn't much. And I can't find any tutorials online on how to merge them.
You can import
.obj files by going to File > Import > Wavefront (.obj). Several files can be imported into your scene.
Once the files are in Blender, you can make any changes to them if need be (such as joining them into a single mesh object by selecting them all and pressing CtrlJ) and then you can export back to a single
.obj file by going to File > Export > Wavefront (.obj)
For games, many people need a way to make an obj file with multiple meshes, if I understand you correctly, that is what you mean. Since that is a capability of OBJ that is utilized by graphics frameworks, blender having that ability is extremely helpful. At least as of 2.73a you can select multiple objects and export to OBJ and it will work properly.
If you mean objects in other Blender files (not the .obj file format), use the Append or Link under Files->Append/Link
Click the .blend file you would like to merge with. select the "Object" folder and click the objects you would like to append/link to your project.
Several objects can be selected by SHIFT+RIGHT click on them.
Appending is merging the object into your current blend file and active scene/layer.
By linking, the object is not copied but linked to the original .blend file, so when the original blend file is updated, your current blend file will also update.