Yes.
If the names are similar (and unique) just use a wildcard in the filename.
infile 'myfiles*.dat' ....
Define a fileref that points to both files and use the fileref in the INFILE statement.
filename mydata ('file1.dat','file2.dat') ;
...
infile mydata ...
Or create a dataset with the list of files and use the FILEVAR= option on the INFILE statement. So if you have a dataset name FILELIST with a variable named FILENAME then use code like:
data want;
set filelist ;
infile dummy filevar=filename end=eof;
do while (not eof);
input .... ;
...
output;
end;
run;