If Excel data is on different sheets, you can create a pivot table using multiple consolidation ranges. It's better if the data is all on one sheet, but if you don't have that option, multiple consolidation ranges will pull all the data into one pivot table.
In Excel 2003 you can open the PivotTable and PivotChart wizard by choosing Data | PivotTable and PivotChart Report. There's no equivalent command on the Ribbon in Excel 2007, but you can press Alt+D, then type P to open the wizard.
The pivot table from multiple sheets isn't as flexible as a regular pivot table -- all the data fields use the same summary function, and there's only one row field. However, while you're setting up the pivot table you can create one or more page fields, and create labels for the data ranges.
Read the Instructions
There are written instructions, and details on the pivot table limitations, on the Contextures website: Excel Pivot Table Tutorial -- Multiple Consolidation Ranges
Watch the Video
This video shows you the steps in Excel 2007, to create the pivot table from multiple sheets, and set up a page field.