Thanks for pointing me in the right sort of direction Paul. However, I'm not getting quite the result I want. At the moment, the output I'm getting is (using the example data above):

London
Fred Bloggs

London
Peter Parker

Birmingham
Joe Bloggs

Birmingham
John Smith

Why is the location being repeated for every entry? I just want a list of names after each location. Thanks.

This is what I have in the merge doc:

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