No. The breakers are sized for the wire that was run. If you put two circuits into one breaker a single wire of the circuit (which was rated to carry 15amps) could now carry 30 before the breaker blows. This can lead to melting wires and fires.

You could combine both circuits to a single 15 amp breaker, but it would likely be overloaded. This might be a possibility if both circuits are very lightly loaded.

What you can do, if your panel supports them, is get a tandem breaker - which will have two 15 amp circuit breakers in a single unit that takes up the same slot as a single breaker.

Otherwise you will need an electrician to setup a subpanel - they will add a second panel which connects to the first, and move some of the circuits to this new panel to create room in the main one.

You don't have to do anything to identify the conductors. However, you'll have to worry about box fill, as these conductors will have to be counted in the fill calculation.

National Electrical Code 2014

Chapter 3 Wiring Methods

Article 314 Outlet, Device, Pull, and Junction Boxes; Conduit Bodies; Fittings, and Handhole Enclosures

314.16 Number of Conductors in Outlet, Device, and Junction Boxes, and Conduit Bodies.

(B) Box Fill Calculations.

(1) Conductor Fill. Each conductor that originates outside the box and terminates or is spliced within the box shall be counted once, and each conductor that passes through the box without splice or termination shall be counted once. Each loop or coil of unbroken conductor not less than twice the minimum length required for free conductors in 300.14 shall be counted twice. The conductor fill shall be calculated using Table 314.16(B). A conductor, no part of which leaves the box, shall not be counted.