What do you mean to append each document? Do you mean that you want to have separate reports print one after the other? If so, you could group on the CustomerId and use the Group Header and Group Footer as the page header and footer. Set the New Page After property for the group footer and this will make each customer print on its own page.

No, there's no way to append one run of a report to the end of another.  You'll have to set up the grouping and your interface so that the users can select all of the customers that they want at the same time.  You pass this information into the report in a parameter and then run the report for all of them at one time, using Brian's information about setting page breaks between each customer.  If you're including page numbers on the report, you'll also want to turn on "Reset Page Number After" in the Customer group footer section.

-Dell