Merging involves combining two or more sorted arrays into a single sorted array. There are different types of merging including sorted merging, end-to-end merging, and two-way merging. Sorted merging compares the first elements of each input array and adds the smaller element to the output array, continuing until the inputs are empty. Two-way merging takes two sorted lists and merges them into a single sorted list by comparing the first item of each list and adding the smallest to the output. K-way merging generalizes this to accept k sorted input lists and produce a single sorted output list of size equal to the sum of the inputs.