Convert to Profile

If you saved and close dthe file then its too late to use "history" to go back. 

Just FYI (for the reasons D Fosse writes about) when converting profile to profile it's far better to save a layered archive copy of your original and flatten a duplicate and only then convert.

I hope this helps
neil barstow, colourmanagement net - adobe forum volunteer - co-author: 'getting colour right'
google me "neil barstow colourmanagement" for lots of free articles on colour management

Hey,

As long as you ave not saved and closed the file perviously you just neeed to go back in your history palette to before the merge like @TheDigitalDog said.

Why are you converting your RGB images to CMYK?

When you convert to a different profile, adjustment layers, fill layers etc will have a different meaning, or not be applicable at all. So Photoshop flattens by default, in order to preserve the image appearance.

Only strict pixel layers, with any adjustments already baked in, can be converted and keep the appearance. So in that case you can uncheck "flatten" in the Convert dialog.

Go back in History (or a backup). You had an option not to merge but apparently did so. If you saved the document, well it's burned in without layers or the original RGB.