Lots more detail, please. Is CS4 patched to at least 6.0.5? OS? Are you using File > Place... to put the pages in the new doc, or some other method? Are the links up to date in the originals? What else is already in the new file?
OS is 10.6.8. We used copy and paste. Orig. docs links were up to date.
Took the first 8.5x11 doc and made it 11x17. Then opened the 2nd 8.5x11 doc and select all....copy and pate into the 11x17. Then text and grouped link were gone.
When you hit "Select All," are you sure it selected everything? Remember that anything on the Master page (or on locked layers) will be left behind in that workflow.
Try this: Create a new blank 11x17 page and place the two original InDesign files as if they were graphics. Click "Show Import Options" and choose "Page Bounding Box" in the options dialog and each InDesign file should come in as an 8½"x11" graphic with everything intact.
Try File > Place and actually place your pages from one file into another, just as if they were graphics.
It might also be that there's an issue with text wrap going on here....