Technically speaking, there's no such thing as a "guild merge", as in there's no button/option in the guild interface to merge it into another one. You can do the merger manually, by doing one of the following things:
- Making all members of one guild leave it and then join another one
- Disband both guilds and create a new one that all previous members of both guilds will join
In both cases, you won't be able to keep two guildhalls obviously. You can easily keep one of them though.
In the first case, you will simply keep the guildhall of the guild that gets members from the another guild. If they like the other guildhall more, they can move out and then have the guild leader of the other guild transfer them the guildhall.
In the second case, you will need to create the new guild before you disband the previous guilds. Then you simply transfer the ownership of the chosen guildhall to the guild leader of the new guild.
You can check the question on: How to sell your house? It explains how to do the transfer. It works the same way as for a regular house, the only difference being that only a guild leader can own a guildhall.