i have not specifically tested this but i would think that priority across separate sitemaps for the same domain would be linked.
i have not seen great benefit in using priority in the sitemap. this is probably because too many webmasters put every page at highest priority, thus search engines seem to not pay too much attention to it.
If you mean that you have multiple sitemap entries for the same URL, it is likely that the last matching entry per URL is actioned. That is just a guess, though.
If you're asking about the relative priorities of all URLS on the site, then to be mathematically meaningful, these would have to be calculated using all URL priorities found in all sitemaps for the site, with redundant entries resolved as described above. <-- That's an admittedly-circular definition, there... :)