Apple - reattach terminal tab to another window

You need to, in the window you want to move, go to View-> Show Tab Bar (if the tab bar isn't showing already).

Then, drag the tab of the window you want to move onto the window you want to move it to.

Update for iTerm 2: In iTerm 2 the setting is no longer exposed in the View menu. Go to iTerm > Preferences > Appearance > Tabs and check "Show tab bar even when there is only one tab". Note that in early releases of iTerm 2 the setting was "Hide tab bar when there is only one tab".

The answer is to hold down command + shift + option whilst dragging the body of the terminal (not the tab) back to the terminal you wish to merge.

Source: http://azaleasays.com/2014/03/05/iterm2-merge-a-pane-back-to-window-or-tab-bar/

I have iTerm2 (Build 1.0.0.20130302) here - there's no View > Show Tab Bar. But as Chris Page suggested, disabling Hide tab bar when there is only one tab (in Preferences > Appearance) helps. The single windows can then be moved and merged again.