If downloading the external files and placing them in your server is an option, the you can use a tool like:
To compile the js (and usually minify it) into one big file.
That being said I recommend that you keep the external files in the external cdn you load them, because they probably cache them and it'll be faster.
Keep in mind that having only one file isn't always the best way to go (it depends on things like size of the resulting file, if you really have to load it, etc).