Ummm...may I ask why?  Doing this on most sites would 
be extremely complicated, and if nothing else would 
lead to a huge HTML file that would have long load 
time.  Also you could only integrate HTML and text-
based files, not other data types or graphics files.  
Lastly, things like CSS would break because they rely 
on extra external files.

If the issue is saving storage space because of all 
the little HTML files, try compressing the mirror with 
PkZip/WinZip and then use ZipMagic to browse it 
without extracting the zipped-up archive.