Find all the items in any difficulty to make the Staff of Herding. When you go to craft it, the mats will be listed like normal.
Once you have that staff, you take it and the gold:
Nightmarish - 200,000g (and normal staff)
Hellish - 500,000g (and nightmarish staff)
Inferno - 1,000,000g.. (and hellish staff)
..to the blacksmith and he will craft the next difficulty staff.
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