Combine/merge/concatenate/unsplit long SMS/text messages?
SMS message concatenation seems to be a function of your phone's network technology (CDMA/GSM), the SMS application's support for the standard, and the message's origination/destination carrier combination.

Some carriers don't like long messages (over 160 characters) coming from other carriers and will not allow the correct message headers through to your phone, meaning your phone can't piece things together. A quick pulse of opinion  on the issue also seems to indicate that CDMA networks are worse at transmitting concatenated messages, although the facts look to lean more toward the idea that CDMA was just behind the standards adoption curve. Your phone, of course, also has to know what to do with a long message when it sees one; mileage will vary.

Personally, when my dinc was stock it was very obviously up to Verizon to decide to give me a long message in one big piece - long messages from friends on other carriers were the only ones not concatenated. Now that I'm on MIUI the built-in SMS app seems to do better at it, but I don't text like I used to so I can't say for sure. I recommend trying various SMS apps, but you may be stuck under forces you can't control.

tl;dr - Many factors play into how long SMS messages are displayed on your phone.

(Info gathered from Wikipedia, research, blogs, and forum posts, among other places)