I have four 15 arc second resolutions DEM files (15-C.tif, 15-D.tif, 15-I.tif, 15-J.tif) downloaded from viewfinderpanoramas.org. When I input them in QGIS I noticed that the 15-J.tif layer differs a bit from other layers in gray-scale intensity. Below is the image that illustrates the problem. I believe this lack of color matching can be overcome somehow. I would like to have adjacent DEM layers to match in color if possible.
In the main menu bar, go to Raster | Miscellaneous | Build Virtual Raster and select all the tiles you want to group (don't forget to uncheck the Place each input file into a separate band tickbox). The resulting file will be symbolized as one raster.
The reason they vary in shading is that the data in each file doesn't have the same range (minimum and maximum cell values) and the tone gradient is spread differently.