Below is a workbook that has two tabs that contain regional sales data. Each tab represents a different region.

You could combine these all into a single sheet by copy and pasting in Excel. In this case, you will have to maintain that second sheet as data changes over time. Another option is to create a union between the sheets.
Note: Future sheets will require you modify the data connection.
In the Connect to Data dialog box, browse to the Excel workbook of interest. Then select the Custom SQL option.

By default the SQL query for the a single sheet will display. Replace that query with something like what is shown below:

Replace the bracketed content above with the names of your sheets. The dollar sign must be added to the sheet names in the above formula when working with Excel.

Note: If your sheet names have spaces in them make sure to include single quotes around the sheet name. For example if your sheet name was "Eastern Region" you would type ['Eastern Region$'] as part of the query.
When finished, click OK. You can see that you now just have a single table containing all of the fields. When you drag Region to the view, you will see that you have data for both the East and West.

Advanced Tip
The Excel workbook used in the example has a column on each sheet for Region. If you don't have that column you should modify the union statement to something like the one shown below:

This query creates a new column for Region using the data from the East and West tabs.
Caution: The union has to be processed every time Tableau queries the data source (e.g., you drag fields around the view, filter, etc.). This could take a long time depending on the size of your Excel file. You can create an Extract by selecting Data > Extract to avoid these issues.