Melly from Melly Sews shares a tutorial on her blog showing how she created a pair of lined shorts. Her how-to starts with two partially constructed pairs of pants, one for the lining and one for the outer layer, sewn together at the sides and the crotch (but not having a hem or waistband yet). She shows the process for sewing them together into one pair of lined shorts. Go to her tutorial to see how she does it.
[photo from Melly Sews]