[auriel]

To my knowledge there isn't. Each track can be open in the Audacity window, but the program would act like there's multiple layers to one final track. What I've done when I've done this, is open the first track in Audacity, then open the next track in a new window and copy the second track and paste it to the end of the first track in the other window. Basically you'll reassemble one long track of the show, and then apply effects to that.