In this post, Slobodan Pavkov explains how to use MergedDictionaries and combine resources from different places in your application.
If you were developing larger Silverlight/WPF applications and trying to keep things like styles, control templates and other resources organized it can become really hard. Prior to Silverlight 3 it was hell to be honest 
You had to scatter resources all around your application, on control level and put global ones in App.xaml and soon it would all grow beyond control.