We report experiments showing the breakup and the merging of filaments formed by the modulational instability of femtosecond optical pulses in air. For input powers as high as 25 times the self-focusing threshold, the beams are shown to split into two spots, which coalesce into a self-guided beam. This effect occurs in an optically Kerr regime and plays an important role in the guiding process. Numerical simulations and theoretical estimates both support the comparison with the experimental data.