Sunan at-Tirmidhi (Jami-al-Tirmidhi), Chapter: Salah (Prayers)

reported his father as saying, "I was with Allah's Messenger (SAW) during the Hajj. I offered the Salah of Fajr with him in the Masjid Khayf. After the Salah, he turned to us and observed that two men had not prayed with the congregation. He said that they should be brought to him, so, they were taken to him and their veins trembled from fear. He asked them what had prevented them from offering salah with them. They said that they had offered salah already at their stations." He said, "Do not do that. If you have already prayed at your bases and come to the mosque of congregational prayer then join them in prayer that would be a supererogatory (salah) for you." [Ahmed 17481, Abu Dawud 575, Nisai 857]