Reassemble Multiple Workbooks into a Single Workbook

I have a series of workbooks which will be completed by different people and emailed back to me and I am looking for a macro that can take them all (they will all be located in the same folder) and reassemble them, so that:

a) the header row (which is the same on each sheet) only appears once in row 1
b) the drop downs and formula remain intact throughout on the reassembled sheet

I've attached some sample sheets, basically I would receive back the sheets, North, South, East and West (although they wouldn't be called that) and I would like to be able to run a macro that results in the sheet called 'All', which maintains the dropdowns and formula. I could either start with a blank sheet for the reassembly or a sheet that only has the header row, either could work.

I'm not really sure where to start with this and my VBA is somewhat limited. I'd be grateful for any help...

Many thanks