Efficiently concatenating disjoint, ordered bigBed files Given a set of bigBed files, each of which are disjoint to each other and in lexicographical ("sort-bed") sort order, I would like to know if there is a way to concatenate these archives efficiently.

Presuming I know the order in which to specify files (to constrain the order of intervals), is there a way to concatenate them directly, i.e., without first extracting them to bed, concatenating the extracted files, and remaking a bigBed file?
No, there's no simple way to do that without someone writing a program tailored toward it that handles the footer section and recreates the zoom levels that follow the compressed blocks of intervals. If you wanted to write such a program, modifying bigWigCat from Kent's tools would be a reasonable tack.