Actually what you want to do (trick it into thinking its just 1 file) is just cat it
Linux
cat file1.js file2.js file3.js file4.js | uglifyjs -o files.min.js
Windows (untested)
type file1.js file2.js > uglifyjs -o files.min.js
OR
type file1.js file2.js > merged.files.js
uglifyjs -o merged.files.js