So you've decided to consolidate your forest and use fewer domains. This requires that you move objects from your old, obsolete domains, to their new domain. Microsoft provides the Active Directory Migration Tool (ADMT) specifically for this purpose. This can be used to move objects between domains in the same forest, different forests, or from NT 4.0 domains. ADMT version 3.0 can be downloaded here.
I also recommend downloading the ADMT 3.0 migration guide, which you can find here. This gives detailed directions on how to use the ADMT and some strategies for what order to move objects. This document is almost 300 pages, so it covers several different migration scenarios.
This information pertains to the following courses: