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merge warning is.na(out$h)

That error/warning is not from merge() (it does not contain that code, 
nor do the standard R packages).  options(warn=2) and traceback() will 
show you where it is coming from.

Note that you have an error during printing the warning, which suggests 
there is more wrong than you have seen.

Please provide a reproducible example, or at least str(data1) and 
str(data2).  (Your final comment suggests it is data1 that is unusual.)
On Mon, 15 Aug 2005, Fulton, Brent wrote: