FFMpeg open a DVD VOB chain?

You can actually use ffmpegs builtin concatenation functionality, which is what I think you're looking for:

ffmpeg -i "concat:$(echo *.VOB|tr \  \|)" -f mpeg -c copy -sn -y combined.mpg

See: http://ffmpeg.org/trac/ffmpeg/wiki/How%20to%20concatenate%20(join,%20merge)%20media%20files

VOB format is a subset of mpeg, so you should be able to combine the VOBs you want to read in just as you would mpeg data: by concatenating them together.

cat first.VOB second.VOB third.VOB | ffmpeg -i - outfile.mp4

Hoisting Matt Gallagher's comment to increase longevity/visibility:

Newer versions of ffmpeg support concatenation as an operator on the input file. So you could use... ffmpeg -i concat:VTS_01_0.VOB\|VTS_01_1.VOB\|VTS_01_2.VOB outfile.mp4