I've built a tile server with data for the whole country, as well as a single state, but I was wondering if it's possible to combine different regions (load multiple pbf files) into the same database?
Yes. According to the answer to a similar question at help.openstreetmap.org you first need to merge your files with
osmosis, then import the result with
osm2pgsql. Merging can also be done using
osmconvert I guess.