AsyncStreams.scala

object AsyncStreams {
  def collect[E](streams: Seq[AsyncStream[E]]): AsyncStream[E] = {
    AsyncStream.fromFuture(
      Future.collect(
        streams.map(_.head)
      ).map(_.flatten)
    ).flatMap(AsyncStream.fromSeq) ++ collect(streams)
  }
}

Merge.scala

import com.twitter.concurrent.AsyncStream
import com.twitter.util.{Return, Try, Future}

object AsyncStreams {

  def merge2[E](streams: Seq[AsyncStream[E]]): AsyncStream[E] = {
    AsyncStream.fromFuture(
      Future.collect(streams.map(_.uncons)).map { a =>
        a.foldLeft((Seq[E](), Seq[AsyncStream[E]]())) {
          case ((heads, tails), Some((head, tail))) =>
            (head +: heads, tail() +: tails)
          case (headsandtails, None) => headsandtails
        }
      }
    ).flatMap {
      case (heads, tails) =>
        AsyncStream.fromSeq(heads) ++ merge2(tails)
    }
  }

  def merge[E](streams: Seq[AsyncStream[E]]): AsyncStream[E] = {

    def inner(things: Seq[Future[Option[(E, () => AsyncStream[E])]]]): AsyncStream[E] = {
      AsyncStream.fromFuture(Future.select(things)).flatMap {
        case (Return(Some((head, tail))), tails) =>
          AsyncStream(head) ++ inner(tail().uncons +: tails)
        case (_, tails) => inner(tails)
      }
    }

    inner(streams.map(_.uncons))

  }

}