This is a Java-based software for concatenating multiple loci into a single file. Just drag and drop fasta, mega, nexus, or TNT files into the screen and export the concatenated file to either Nexus or TNT format (interleaved or not). It automatically exports charset blocks for each gene and gives you the option of replacing external gaps (-) with question marks (?).
I've tested this software with more than 1,500 separate gene files and it had no problem concatenating them all to a single file in less than 1 minute.
The software was designed by my friend Guarav Vaidya (a great scientist and all-around nice guy). The download page is here: https://code.google.com/p/sequencematrix/downloads/list
You can download SequenceMatrix for both Mac and Windows.
A manuscript about the software was published in:
Vaidya, G., Lohman, D. J. and Meier, R. 2011. SequenceMatrix: concatenation software for the fast assembly of multi-gene datasets with character set and codon information. Cladistics, 27: 171–180.