First of all is there some kind of a link between those lists or are they totaly independent and have nothing in common?
In this case you should just retrieve the lists one by one and query the the items you need then you can the retrieved SPListItemCollection insert in DataTable or in an object and do what you want to do. So combining data after retrieval should also happen manually as if there are different content types, you want have the same result ... etc et
In any case I doubt you can write like one CAML query which will retrieve from lists same value, it is not like SQL query or something where you can say from table1, table2, table3 for example.
I hope this gave you an idea, so basically query for each lists seperatly.
Maybe there are different approaches but i don't know them.