Q:

Generating source maps for multiple concatenated javascript files compiled from Coffeescript

Has any one had any success with this?

A:

I think it's more or less an unsolved problem:
https://github.com/jashkenas/coffee-script/issues/2779 . Last meanigingful comment was from jwalton, a month ago. 
Still, it doesn't seem rocket science to add support for it, so it will probably come soon.
Michael Ficarra (creator of CoffeeScript Redux) suggested using https://github.com/michaelficarra/commonjs-everywhere .
Two caveats:

It only works for bundling CommonJS modules.
It uses CoffeeScript Redux, which is still in beta (although working quite well it seems), and not 100% compatible with original CoffeeScript compiler. 

So this does not work for what you ask for specifically, "concatenation".
Added April 14
You might have luck with these: combine-source-map  and/or generate-sourcemap, both by same author.
Added April 26
This looks really simple: https://npmjs.org/package/mapcat . You just have to feed it the individual source map files generated by the coffee compiler.
Added May 16
Mariusz Nowak has just released webmake-coffee. Like CommonJS Everywhere, it requires code to be organized as CommonJS modules. Unlike CommonJS everywhere, it uses regular CoffeeScript.
It also seems the Grunt Coffee-Script plugin has had source-map support for concatenated files for quite a while (two months), effectively proving my original answer to be incorrect.
The upcoming version 2.0 of Snockets will have support for it too. 

