Task: Set consolidation
Java: import java.util.*;

public class SetConsolidation {

    public static void main(String[] args) {
        List<Set<Character>> h1 = hashSetList("AB", "CD");
        System.out.println(consolidate(h1));

        List<Set<Character>> h2 = hashSetList("AB", "BD");
        System.out.println(consolidateR(h2));

        List<Set<Character>> h3 = hashSetList("AB", "CD", "DB");
        System.out.println(consolidate(h3));

        List<Set<Character>> h4 = hashSetList("HIK", "AB", "CD", "DB", "FGH");
        System.out.println(consolidateR(h4));
    }

    
    private static <E> List<Set<E>>
                consolidate(Collection<? extends Set<E>> sets) {
	List<Set<E>> r = new ArrayList<>();
	for (Set<E> s : sets) {
	    List<Set<E>> new_r = new ArrayList<>();
	    new_r.add(s);
	    for (Set<E> x : r) {
		if (!Collections.disjoint(s, x)) {
		    s.addAll(x);
		} else {
		    new_r.add(x);
		}
	    }
	    r = new_r;
	}
	return r;
    }

    
    private static <E> List<Set<E>> consolidateR(List<Set<E>> sets) {
        if (sets.size() < 2)
            return sets;
        List<Set<E>> r = new ArrayList<>();
        r.add(sets.get(0));
        for (Set<E> x : consolidateR(sets.subList(1, sets.size()))) {
            if (!Collections.disjoint(r.get(0), x)) {
                r.get(0).addAll(x);
            } else {
                r.add(x);
            }
        }
        return r;
    }

    private static List<Set<Character>> hashSetList(String... set) {
        List<Set<Character>> r = new ArrayList<>();
        for (int i = 0; i < set.length; i++) {
            r.add(new HashSet<Character>());
            for (int j = 0; j < set[i].length(); j++)
                r.get(i).add(set[i].charAt(j));
        }
        return r;
    }
}

VB: Private Function has_intersection(set1 As Collection, set2 As Collection) As Boolean
    For Each element In set1
        On Error Resume Next
        tmp = set2(element)
        If tmp = element Then
            has_intersection = True
            Exit Function
        End If
    Next element
End Function
Private Sub union(set1 As Collection, set2 As Collection)
    For Each element In set2
        On Error Resume Next
        tmp = set1(element)
        If tmp <> element Then
            set1.Add element, element
        End If
    Next element
End Sub
Private Function consolidate(sets As Collection) As Collection
    For i = sets.Count To 1 Step -1
        For j = sets.Count To i + 1 Step -1
            If has_intersection(sets(i), sets(j)) Then
                union sets(i), sets(j)
                sets.Remove j
            End If
        Next j
    Next i
    Set consolidate = sets
End Function
Private Function mc(s As Variant) As Collection
    Dim res As New Collection
    For i = 1 To Len(s)
        res.Add Mid(s, i, 1), Mid(s, i, 1)
    Next i
    Set mc = res
End Function
Private Function ms(t As Variant) As Collection
    Dim res As New Collection
    Dim element As Collection
    For i = LBound(t) To UBound(t)
        Set element = t(i)
        res.Add t(i)
    Next i
    Set ms = res
End Function
Private Sub show(x As Collection)
    Dim t() As String
    Dim u() As String
    ReDim t(1 To x.Count)
    For i = 1 To x.Count
        ReDim u(1 To x(i).Count)
        For j = 1 To x(i).Count
            u(j) = x(i)(j)
        Next j
        t(i) = "{" & Join(u, ", ") & "}"
    Next i
    Debug.Print "{" & Join(t, ", ") & "}"
End Sub
Public Sub main()
    show consolidate(ms(Array(mc("AB"), mc("CD"))))
    show consolidate(ms(Array(mc("AB"), mc("BD"))))
    show consolidate(ms(Array(mc("AB"), mc("CD"), mc("DB"))))
    show consolidate(ms(Array(mc("HIK"), mc("AB"), mc("CD"), mc("DB"), mc("FGH"))))
End Sub