Squish is a tool to pack many individual Lua scripts and their modules into a single Lua script. In addition it supports a range of filters to help make the produced file as small as possible.
You can read more about Squish in its README.
You can download Squish here: Squish 0.2.0.
The source code repository for Squish can be found at http://code.matthewwild.co.uk/squish/