Post combos

Does anyone know of a plugin or workaround that would allow me to take several posts and package them into a single ‘thing?’

For instance…
I am doing training videos.
I would like to create videos 1 through 5 as separate posts.
Each post has some text and a video.
Each one could be watched separately but would be better if watched one after the other.
Once I have all 5 created, is there a way to combine them, in order, along with other text and/or links?
Would this be a custom page? super-post?
Would I use shortcodes to reference the invdividual posts?
Does anyone have a good idea to point me in a direction?