For MPEG format video
ffmpeg -i "concat:input1.mpg|input2.mpg|input3.mpg" -c copy output.mpg
For videos which belongs to non-MPEG format containers but uses MPEG encoder like MPEG4, H.264. Firstly package these videos to TS fomcat container, than concat TS videos to one original format video.
ffmpeg -i input1.flv -c copy -bsf:v h264_mp4toannexb -f mpegts input1.ts
ffmpeg -i input2.flv -c copy -bsf:v h264_mp4toannexb -f mpegts input2.ts
ffmpeg -i "concat:input1.ts|input2.ts|input3.ts" -c copy -bsf:a aac_adtstoasc -movflags +faststart output.mp4