ILMerge works well, and does this, for the most part.
Be aware, though, that there are issues if you're doing this with WPF assemblies containing Xaml. I suspect that Workflow 4 projects may have the same issues. The embedded Xaml doesn't get merged properly with ILMerge.
There are some commercial tools, however, the claim to support assembly merging with WPF projects, including .NET Reactor and SmartAssembly.
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