Certainly, in Unix, I could do something like:

1) Concatenate files into a single file

2) Then do: `sort -u <concatfile> > <sortedfile>`

... but I suspect this will eventually live on a Windows box.

Get your self the sort program from UnxUtils. It supports -u which appears to be all you require to use your unix solution on a windows box:

c:\>u:sort --help
Usage: u:sort [OPTION]... [FILE]...
Write sorted concatenation of all FILE(s) to standard output.

Ordering options:

Mandatory arguments to long options are mandatory for short options to
+o.
  -b, --ignore-leading-blanks ignore leading blanks
  -d, --dictionary-order      consider only blanks and alphanumeric ch
+aracters
  -f, --ignore-case           fold lower case to upper case characters
  -g, --general-numeric-sort  compare according to general numerical v
+alue
  -i, --ignore-nonprinting    consider only printable characters
  -M, --month-sort            compare (unknown) < `JAN' < ... < `DEC'
  -n, --numeric-sort          compare according to string numerical va
+lue
  -r, --reverse               reverse the result of comparisons

Other options:

  -c, --check               check whether input is sorted; do not sort
  -k, --key=POS1[,POS2]     start a key at POS1, end it at POS 2 (orig
+in 1)
  -m, --merge               merge already sorted files; do not sort
  -o, --output=FILE         write result to FILE instead of standard o
+utput
  -s, --stable              stabilize sort by disabling last-resort co
+mparison
  -S, --buffer-size=SIZE    use SIZE for main memory buffer
  -t, --field-separator=SEP use SEP instead of non- to whitespace tran
+sition
  -T, --temporary-directory=DIR  use DIR for temporaries, not $TMPDIR 
+or c:/temp
                              multiple options specify multiple direct
+ories
  -u, --unique              with -c: check for strict ordering
                              otherwise: output only the first of an e
+qual run
  -z, --zero-terminated     end lines with 0 byte, not newline
      --help     display this help and exit
      --version  output version information and exit

POS is F[.C][OPTS], where F is the field number and C the character po
+sition
in the field.  OPTS is one or more single-letter ordering options, whi
+ch
override global ordering options for that key.  If no key is given, us
+e the
entire line as the key.

SIZE may be followed by the following multiplicative suffixes:
% 1% of memory, b 1, K 1024 (default), and so on for M, G, T, P, E, Z,
+ Y.

With no FILE, or when FILE is -, read standard input.

*** WARNING ***
The locale specified by the environment affects sort order.
Set LC_ALL=C to get the traditional sort order that uses
native byte values.

Report bugs to <bug-textutils@gnu.org>.
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