ffmpeg join two mp4 files with ffmpeg on command line

2019 Update:

As mentioned in the comments, Stack Overflow has a great description of the available options for concatenation, as well as a discussion of which method to use depending on the types of files you're using:

How to concatenate two MP4 files using FFmpeg?

Original 2016 Answer:

You should be able to use the concat protocol method to combine the files:

ffmpeg -i "concat:input1.mp4|input2.mp4|input3.mp4" -c copy output.mp4

In addition, the FFmpeg manual discusses a method specifically for MP4 files, in order to losslessly concatenate them, but requires that you create temporary files (or named pipes):

ffmpeg -i input1.mp4 -c copy -bsf:v h264_mp4toannexb -f mpegts intermediate1.ts
ffmpeg -i input2.mp4 -c copy -bsf:v h264_mp4toannexb -f mpegts intermediate2.ts
ffmpeg -i "concat:intermediate1.ts|intermediate2.ts" -c copy -bsf:a aac_adtstoasc output.mp4

You may replace file with list by outputting list to stdout and reading the list from stdin by ffmpeg:

(echo file 'a.mp4' & echo file 'b.mp4') | ffmpeg -protocol_whitelist file,pipe -f concat -safe 0 -i pipe: -vcodec copy -acodec copy "result.mp4"

No, there appears to be no way to use the ffmpeg concat demuxer on a single command line without some hack. You need to create the input text file with the list of files. I thought this strange myself, maybe someone will add this to FFMpeg at a later date.

The accepted answer to this question uses the concat protocol, not the concat demuxer which is what the OP asked.

Without external text file, one line command to merge all MP4 files in a folder:

in CMD (the Command Prompt):

(FOR /R %A IN (*.mp4) DO @ECHO file '%A') | ffmpeg -protocol_whitelist file,pipe -f concat -safe 0 -i pipe: -vcodec copy -acodec copy "Videos_Merged.mp4"

in a BATch file:

(FOR /R %%A IN (*.mp4) DO @ECHO file '%%A') | ffmpeg -protocol_whitelist file,pipe -f concat -safe 0 -i pipe: -vcodec copy -acodec copy "Videos_Merged.mp4"

P.S.: CHCP 65001 command need if the directory contains unicode characaters.

(This code based Qwertiy's one-line command. I'm again grateful to Qwertiy for the informations in his reply. So I fixed the code.