Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 1 / 4H / c

Take context-free grammars $G_L,G_M$ for $L,M$ and rename their nonterminals so that they are disjoint. If their start symbols are $S_L,S_M$, add a new start symbol $S$ and the productionAll productions remain context-free. A derivation from $S$ produces a word from $L$ followed by a word from $M$, and every such concatenation has a derivation. Thus the new grammar generates $LM$, proving closure of context-free languages under concatenation.