My iTunes library is on an external disk.
I forgot to attach the external disk once and now I have some iTunes files locally.
How do I merge these local files with the external library?
Go to the iTunes music folder, and move the files to your external drive (if this is the location you want them, ofcourse). Afterwards, import them again in iTunes and there you go. Everything is on your external HDD now.
Edit: If this is not what you're looking for please leave a reply with more specific information.
Assuming you have let iTunes organise your library and you have set the "iTunes Media folder location" to the external drive
In iTunes choose File->Library->Organise Library. iTunes will move the files on your local disk (which it knows the current location of) to the given location