I'm trying to consolidate data from multiple local cubes into a single
local cube. These local cubes will have the same structure, just
different data i.e. from different stores.

Can anyone give any solutions for this?

I thought I may be able to create a virtual cube from the local cube
but have not had any success getting this to work in a local cube. Is
this even possible?
Also thinking I may be able to use linked servers to query the
individual cubes in SQL and create a local cube using the results from
that.

Cheers

You may already know or have tried these, but just to cover the basics:

The only way a virtual will work is if your dimensions are identical
across each of the cubes or you have MDX code to compensate for the
incongruence.

If the structures are exactly the same you might could create a view
(or table) that stacks the fact tables together and create another
slicer to distinguish the store...

B