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https://issues.apache.org/jira/browse/PIG-1518?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12897368#action_12897368
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Alan Gates commented on PIG-1518:
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bq. For mapside cogroup or mapside group by, though, the splits can be combined 
because the splits are only required to contain the all duplicate keys per 
instance and combination of splits will still preserve that invariant.

You are correct for mapside group, but not mapside cogroup.  Mapside cogroup 
does require all files being grouped to be processed in an ordered fashion.  

> multi file input format for loaders
> -----------------------------------
>
>                 Key: PIG-1518
>                 URL: https://issues.apache.org/jira/browse/PIG-1518
>             Project: Pig
>          Issue Type: Improvement
>            Reporter: Olga Natkovich
>            Assignee: Yan Zhou
>             Fix For: 0.8.0
>
>
> We frequently run in the situation where Pig needs to deal with small files 
> in the input. In this case a separate map is created for each file which 
> could be very inefficient. 
> It would be greate to have an umbrella input format that can take multiple 
> files and use them in a single split. We would like to see this working with 
> different data formats if possible.
> There are already a couple of input formats doing similar thing: 
> MultifileInputFormat as well as CombinedInputFormat; howevere, neither works 
> with ne Hadoop 20 API. 
> We at least want to do a feasibility study for Pig 0.8.0.

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