Difficult to diagnose without seeing it but here are some things to
try...

1) set Application.EnableEvents = False before allowing your app to
open any other workbooks.
2) If you're copying sheets into a workbook you may be hitting a
limit. Excel doesn't specify a number for this limit but it is
dependant on available resources and quantity of data in the sheets
being copied (I think). Excel will give a run-time error '1004':
Method of object '_Worksheet' failed.
The work-around for this is to have the macro Save and Close the
workbook after a certain number of sheets copied in. Then have it re-
open the workbook and carry on where it left off.
3) You say your NOT getting an error so make sure any error handling
within your routines - such as On Error Resume Next - is turned off so
that you're not disguising the problem.

Br, Nick H