If your're using Mavericks OS X and Alfred, you may like this quick workflow (Click to Download) to merge all the windows of your Finder into one window.
It's useful, but it needs few adjustments: basically it needs to be adapted to the language that you're using on your Mac. To do that, simply copy and paste the lines below into the Apple Script.
This is the Italian Version:
click_menu("Finder", "Finestra", "Unisci tutte le finestre")
And this is the English Version:
click_menu("Finder", "Window", "Merge All Windows")
If you need more languages, check your Finder and see how your Window menu is called, and how the menu item to merge windows is called; then replace the words into the Apple script of the Workflow.
Thanks to iKam