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Join is really set up for just two tables, so this is something best done using Tables > Query Builder. Open all your tables, and then launch Query Builder, then select your primary table, and then add as many secondary tables as you like. JMP will try to detect the keys relating the tables, but you can also configuring the keys yourself. You can then build a query to select the columns and/or rows you would like in your final table. Check out the JMP Help for additional details.
@Florent_M - We appreciate you submitting your wish, but unfortunately we do not plan to implement your request. As Julian stated, Query Builder is what you should use to join several tables at once. Let us know if you have any questions!
I have a similar problem: many rather narrow but long tables I want to join, Though there is no "master table". All they have in common is a "timestamp" column.
And I could not figure out how to do this in query builder as I would need an outer join to really get each instance of the timestamp into the final table.