You can combine the boards, but the more boards you use, the more dilute the effects of each expansion. A lot of their flavor and /or mechanics depend on the extra Mythos cards that come with each set, and the more expansions you use the less likely you are to draw any of those cards. Also, each expansion has a mechanic you have to keep track of. Which means you need lots of players, because one each will eventually have to deal solely with problems in the alternate cities. Insmouth for example has a Deep Ones Rising Track. Anytime a gate fails to open, you put a marker on it. When its full, the Ancient One awakens. It's countered by another track you can place clues on to empty the Deep Ones Rising Track, but you have to be in Innsmouth to do it, and once the AO's Doom Track is half full, you can get arrested for being in Innsmouth.