If it was one of the last actions, you can undo it, by pressing CTRL-Z, until the split is undone.
If not, there is no way to "glue" clips together. You can produce a range and replace the produced part, but it is not the same.
What you can do is to group the objects. So select the parts, that were accidently seperated, press right mouse key and select "group/ungroup objects". If you select one of the group members, the whole group is selected. But they are treated as "more than one selected object".

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Quote I regret a split I've put in my movie and want to erase it. Is it possible and how do I do that?

Adding to what Haiti showed.
You can select the two parts of the Split video, right click and select Combine.

You should consider that a simple split will not change anything after you produce a video. AMD-FX 8350 / 8GB DDR3
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Thank you both!

By marking both sides of the split, one can choose Combine and the problem is fixed! : :