I drew a bunch of shapes with the pen tool and they come out as separate layers. Is there a way that I can merge the layers without rasterizing them so that I can edit the curves all at the same time?
#1
No and you really wouldn't want to, you have way more control this way.
#2
"Merge", how, exactly?
You can assemble the paths of different shape layers onto one shape layer (Path Selection Arrow Ò Select & Copy source path Ò switch to target layer Ò Paste), but will the fact that these shapes will now have all the same fill & layer effects characteristics hamper what you want to do?
And while we're at it..What DO you want to accomplish in the end, anyway?
#3
Perhaps you had the pen tool set to "shape layers". If you choose "paths" you can draw multiple paths on the same layer.
#4