FFmpeg - Concatenate MP4 Files

1. concat video filter

Use this method if your inputs do not have the same parameters (width, height, etc), or are not the same formats/codecs, or if you want to perform any filtering.

Note that this method performs a re-encode of all inputs. If you want to avoid the re-encode, you could re-encode just the inputs that don't match so they share the same codec and other parameters, then use the concat demuxer to avoid re-encoding everything.

ffmpeg -i opening.mkv -i episode.mkv -i ending.mkv \
-filter_complex "[0:v] [0:a] [1:v] [1:a] [2:v] [2:a] \
concat=n=3:v=1:a=1 [v] [a]" \
-map "[v]" -map "[a]" output.mkv

2. concat demuxer

Use this method when you want to avoid a re-encode and your format does not support file-level concatenation (most files used by general users do not support file-level concatenation).

$ cat mylist.txt
file '/path/to/file1'
file '/path/to/file2'
file '/path/to/file3'

$ ffmpeg -f concat -i mylist.txt -c copy output.mp4
For Windows:

(echo file 'first file.mp4' & echo file 'second file.mp4' )>list.txt
ffmpeg -safe 0 -f concat -i list.txt -c copy output.mp4

or

(for %i in (*.mp4) do @echo file '%i') > list.txt
ffmpeg -safe 0 -f concat -i list.txt -c copy output.mp4

3. concat protocol

Use this method with formats that support file-level concatenation (MPEG-1, MPEG-2 PS, DV). Do not use with MP4.

ffmpeg -i "concat:input1|input2" -codec copy output.mkv
This method does not work for many formats, including MP4, due to the nature of these formats and the simplistic physical concatenation performed by this method. It's the equivalent of just raw joining the files.
Reference: [stackoverflow: How to concatenate two MP4 files using FFmpeg?]