If you are an RDBMS person that is used to joining data from tables, you will be happy to know that this capability exists in Pig.
Below is a very simple example.
grunt> fs -cat /people
1,1,steve howard
2,1,becky howard
3,2,john smith
4,2,susan smith
5,3,jeff wilson
6,3,regina wilson
grunt> fs -cat /address
1,7768 farm hill dr.,blacklick, oh , 43004
2,123 anywhere ave.,columbus, oh, 43215
3,456 stingle st.,louisville, ky, 12345
grunt> p1 = load '/people' using PigStorage(',');
grunt> p2 = load '/address' using PigStorage(',');
grunt> jnd = join p1 by $1, p2 by $0;
grunt> dump jnd;
(2,1,becky howard,1,7768 farm hill dr.,blacklick, oh , 43004)
(1,1,steve howard,1,7768 farm hill dr.,blacklick, oh , 43004)
(4,2,susan smith,2,123 anywhere ave.,columbus, oh, 43215)
(3,2,john smith,2,123 anywhere ave.,columbus, oh, 43215)
(6,3,regina wilson,3,456 stingle st.,louisville, ky, 12345)
(5,3,jeff wilson,3,456 stingle st.,louisville, ky, 12345)
grunt>