Here's some software I use:
Easy video joiner works on AVI, MPEG (MPG), RM (Real Media) or WMV/ASF (Window Media) files .
Never had a problem with this one.
http://www.doeasier.org/joiner/
ASF Converter converts ASF to AVI, ASF to MPEG, WMV to AVI, WMV to MPEG, and AVI to ASF, WMV, MPEG to ASF, WMV. supports for ASF, WMV, AVI, Divx, Xvid, MPEG1, MPEG2, and MPEG4 formats.
http://www.boilsoft.com/asfconverter/
Can't help for .mov files
