Combine

Since The Last Revelation you can combine objects in your inventory and then use these combined objects.

Combining

Combining Weapons

In The Last Revelation Lara can combine the Crossbow and the Revolver with the Lasersight. In Chronicles she can combine the Revolver or the Desert Eagle with the Lasersight. This will enable her to aim at targets and take them out with a single shot. In some parts of the game she needs to shoot at triggers or she can use it to kill baddies or destroy traps.

The Heckler & Koch Assault Rifle in Chronicles has a similar function.

Combining Puzzle Pieces

There are also Puzzle Pieces Lara can combine and then use to open a door or similar. Examples of this are the Eye of Horus and the Cartouches in The Last Revelation.

Combining Waterskins

By combining the large and the small waterskin you are able to gain different amounts of water in one of them. You will need this in the last level of Last Revelation, Temple of Horus.