How to merge model/textures/animations into one .FBX file?

[TGE]

It's simple. If you load the model and animation in 3ds Max using the Actor X importer, you can then export to fbx and in the export settings you can enable "embed media" which will add the textures to the file. Not sure about other programs though...

But you see, I don't have the models and animations in one file so is it possible to add the animation in the model after importing it to 3DS Max? I do it with UDK all the time now since it will merge the model and animations but not textures. So I just add the textures inside Unity3D where I usually work.

Yes, I do it all the time. There is a psa importer and such