Yes, actually there is a way to do that, by using the Global Inbox option. Here is how you can do that. First of all, you have to make sure that the Use Global Inbox (store mail in Local Folders) is checked when you add an account to Mozilla Thunderbird. Now, assuming that your accounts are already defined in Thunderbird, copy all messages from the individual accounts folders to corresponding folders under Local Folders. For each account, from the top menu, hit Tools, Account Settings, Server Settings, Advanced and make sure Global Inbox (Local Folders Account) is selected. Hit OK and restart Thunderbird.