Hi welshgirl89
the sheet name was incorrect
Sub Summarize()
Dim ws As Worksheet
Dim lastRng As Range
Application.ScreenUpdating = False 'speed up code
ThisWorkbook.Sheets("Master Budget").Rows("5:500").ClearContents 'clear
For Each ws In ThisWorkbook.Worksheets
Set lastRng = ThisWorkbook.Sheets("Master Budget").Range("a33").End(xlUp).Offset(1, 0)
    Select Case ws.Name
        Case "Master Budget" 'exlude
        'do nothing
        Case Else
        ws.Activate
       
        'copy data from individual sheets
        Range("A5", Range("h" & Range("A65536").End(xlUp).Row)).Copy lastRng
    End Select
Next
Application.CutCopyMode = False 'clear clipboard
Application.ScreenUpdating = True
Sheets("Master Budget").Activate
End Sub