Please note - I have only tried this technique on dolls that are for decorative purposes. So even though the joining feels secure, I have no idea whether they'll hold up under the rough pulling of children. : )
This tutorial is for joining one open (1st) piece and one closed (2nd) piece of different colours.
Hold your pieces together firmly in place. Meanwhile, using the long thread from the open piece, insert the needle into a gap of the 2nd piece, make a stitch through this 2nd piece, working your stitch parallel to the 1st piece. See picture below. It's a little tricky, but you want to work this stitch at the area that will be hidden by the open piece.
Now, go up through the back loop only of the open piece
Again, make a stitch through the closed piece, ensuring you work across, parallel to the 1st piece.
Continue stitching like this around your piece. Finally, weave in ends. You can visit June for excellent method for finishing your piece. Here is an example of the completed join on my Mrs Claus doll.
Remember, the trick is to work in the back loop only, keep your stitches parallel to the main piece, and try to work as close as possible where the two pieces meet.
Hope you find this tutorial useful, and I would love to hear your comments, suggestions and feedback.