¡Listo! Ésta es la macro que necesitas.
Sub Consolidar()
Sheets("Enero").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A2").Select
ActiveSheet.Paste
Application.CutCopyMode = False
Sheets("Febrero").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A1").Select
Range("A" & Range("A1").End(xlDown).Row + 1).Activate
ActiveSheet.Paste
Application.CutCopyMode = False
Sheets("Marzo").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A1").Select
Range("A" & Range("A1").End(xlDown).Row + 1).Activate
ActiveSheet.Paste
Application.CutCopyMode = False
Sheets("Abril").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A1").Select
Range("A" & Range("A1").End(xlDown).Row + 1).Activate
ActiveSheet.Paste
Application.CutCopyMode = False
Sheets("Mayo").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A1").Select
Range("A" & Range("A1").End(xlDown).Row + 1).Activate
ActiveSheet.Paste
Application.CutCopyMode = False
Sheets("Junio").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A1").Select
Range("A" & Range("A1").End(xlDown).Row + 1).Activate
ActiveSheet.Paste
Application.CutCopyMode = False
Sheets("Julio").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A1").Select
Range("A" & Range("A1").End(xlDown).Row + 1).Activate
ActiveSheet.Paste
Application.CutCopyMode = False
Sheets("Agosto").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A1").Select
Range("A" & Range("A1").End(xlDown).Row + 1).Activate
ActiveSheet.Paste
Application.CutCopyMode = False
Sheets("Septiembre").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A1").Select
Range("A" & Range("A1").End(xlDown).Row + 1).Activate
ActiveSheet.Paste
Application.CutCopyMode = False
Sheets("Octubre").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A1").Select
Range("A" & Range("A1").End(xlDown).Row + 1).Activate
ActiveSheet.Paste
Application.CutCopyMode = False
Sheets("Noviembre").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A1").Select
Range("A" & Range("A1").End(xlDown).Row + 1).Activate
ActiveSheet.Paste
Application.CutCopyMode = False
Sheets("Diciembre").Select
Range("A2:H2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Range("A1").Select
Sheets("Consolidado").Select
Range("A1").Select
Range("A" & Range("A1").End(xlDown).Row + 1).Activate
ActiveSheet.Paste
Application.CutCopyMode = False
Columns("A:H").AutoFit
Range("A1:H1").Select
Selection.AutoFilter
Range("A1").Select
End Sub
Cualquier duda me la haces saber.
No te olvides de puntuar.