Joins with Multiple Database Files

I am using a few Access database files with related data and I would like to
use a join on them. Is it possible to use a join with tables in two different
Access database files? I have never heard of this being done, but it would
greatly help. I would like to avoid joining the data by my own code, but I
could if needed. It would obsiously be much faster to use the SQL join if it
can be done.

Thanks for the help.
.