Need to merge 3 large tables into one Table in SQL server

Hello

I need to merge three tables into one.  They all have the exact same structure.

Table_A_original
Table_A_Archive_1
Table_A_Archive_2

Then a target table new_TABLE_all

They were supposed to be archived over two new tables and when it happened the records in Table_A_original that were Archived were suppose to be removed.  Some/many were not removed.   I need to rebuild into one table now. the document_id column is the primary key and can be searched. The tables have over 100,000 million records. So I want to be as efficient as possible.

Something like this:???

insert into new_TABLE_all
(
    document_id,
    doc_filename
)
SELECT
    document_id,
    doc_filename
FROM
     Table_A_original where document_id not in  (select document_id from  new_TABLE_all) --- (There must be more efficient way)

then repeat for Archive1 and Archive2

Note:s    document_id is an identity id and is primary key
                Database is old SQL 2005, job is migrating out.

Thank You