I have several documents that I need to combine. Each document has independently numbered pages and special headers and footers. Can anyone tell me how to insert a word document while keeping all of the headers and footers intact?

Start with a copy of your first document.
At the very end, insert a new page section break.
Copy the entire content of your new document.
Repeat new section break - copy.

Headers and Footers are in the Section breaks, three of each in each section.

Sections / Headers and Footers in Microsoft Word 2007-2013