csvconvert is a Stata module that gathers multiple comma-separated values (.csv) files into one single Stata (.dta) dataset.
To install csvconvert in Stata type ssc install csvconvert
The ado file is also free available to download at ideas.repec.org
Additional examples are illustrated in csvconvert: A simple command to gather comma-separated value files into Stata, Stata Journal, 2014, Vol. 14(3), 662-669.