Use the 'merge' step of merge sort, it runs in O(n) time.
From wikipedia (pseudo-code):
function merge(left,right)
var list result
while length(left) > 0 and length(right) > 0
if first(left) = first(right)
append first(left) to result
left = rest(left)
else
append first(right) to result
right = rest(right)
end while
while length(left) > 0
append left to result
while length(right) > 0
append right to result
return result