I havn't delved into this much, but I thought that the EOF was a file system thing....a null byte 0x00 which signified the end of the file data? When you open the file, you never see the EOF marker. When the filesystem goes to get the file from disk, it knows it reached the EOF when it hits a 0x00. 0x00 is never used in any program or file, and if it's encountered will trigger an error about "premature EOF" or something similar. But thats just my understanding, I'm open to edification. :-)

If you cat 2 files together, only one EOF is placed at the end of the combined files, automatically.