names = pd.DataFrame()
for year in years:
    path = (
        'C:\\Documents and Settings\\Foo\\My Documents\\pydata-book\\pydata-book-master`\\ch02\\names\\yob%d.txt'
         % year)
frame = pd.read_csv(path, names=columns)
frame['year'] = year
names = pd.concat(names, frame, ignore_index=True)
Reading Multiple CSV Files into Python Pandas Dataframe