If the documents have disparate formatting i.e. they have the same style names representing different formats, then what you ask is not achievable. The best you can get is to insert a section break then insert a file. See
http://www.gmayor.com/Boiler.htm
If you are prepared to make the style names used in each document unique to those documents, where the formatting differs, then you will have more chance of getting what you want. If whoever created the document did so using only manual formatting then forget it.