If these dump files are flat files, like comma-delimited values, then you can use SQL*Loader to accomplish your task. Create a table to load the data into. Create a Primary Key on that table to ensure that duplicate values are not loaded. Then, use SQL*Load to load each of the file's data into that table. When SQL*Loader hits a duplicate record, it will be "discarded". All discarded records will be found in the the discard file you specify in your SQL*Loader control file.
If these dump files are Oracle's export utility dump files, then I'd suggest loading each one into a separate table. You can then use simple SQL commands to insert into one master table those records which are not duplicates.
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This was first published in July 2003