I suggest you to do this programmatically.
You can load your two figures with:
f = openfig('filepath');
and merge them with the following:
N = 10;
x = 1:N;
y1 = x;
y2 = x.^2/4;
f1 = figure;
plot(x,y1,'b');
legend('Curve 1');
f2 = figure;
plot(x,y2,'r');
legend('Curve 2');
lines = findobj('Type','Line');
figure;
copyobj(lines,gca);
legend;
