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An aquarium-safe epoxy would work. If you are talking about live rock you can use nylon zip ties to hold them together. (Less chance of putting something dangerous into the tank.) Just install them where they can't be seen.
100% clear silicone with no added mold inhibitors works great. You might have to use something to hold them against each other until it dries. If they are smooth type rocks you can use gel type super glue. Follow the instructions for porous material.
I remember another suggestion after I posted. You can buy an epoxy used to glue coral frags and live rock in most fish stores. It is kind of expensive though. However, some of it will work under water.