Well, in TrackMania Nations (Free Download), you could mix replays together, to see how you have done the track according to your lines. Also, you could make an awesome movie with it. Is there any ways to merger movies together (With the same angles, of course), with a built in system, or possibly a separate movie-editing software?

It is easily possible with a video editing software. If you're just looking to analyze your performance though, I'd recommend downloading one of the many replay analyzers available.

Nah, I just want to merge them for personal reasons. Which softwares may I use? All I know are CinePaint, After Effects and Vegas.

Post in the LFS movies thread, they might have a few more people who know what software to use. Didn't trackmania actually use something that merged the replays in the game rather than actually using video editing?