Try this :
$("#cevre h2").each(function() {
$(this).appendTo($(this).next("p"));
});
Uses .each() to iterate over the h2 elements - then $(this) becomes each h2 element rather then that document element
Working example here
Note using appendTo on an already existing DOM element moves it ... what you probably wanted (maybe not) was this :
$("#cevre h2").each(function() {
$(this).clone().insertAfter($(this).next("p"));
});
Uses .clone() to create a clone of the h2 first and .insertAfter() to insert the newly cloned DOM element after the <p> element rather then within it ...
Working example here
Another Note - its not valid HTML to have duplicate id attributes in a single page ... I recommend you change <div id="cevre"> to <div class="cevre"> ... your jQuery selector then becomes $(".cevre h2")
Yet another note - you should cache jQuery objects if they are used multiple times :
$(".cevre h2").each(function() {
var $this = $(this);
$this.clone().insertAfter($this.next("p"));
});