Обновление ответа wisty для python3
fout=open("out.csv","a")
# first file:
for line in open("sh1.csv"):
fout.write(line)
# now the rest:
for num in range(2,201):
f = open("sh"+str(num)+".csv")
next(f) # skip the header
for line in f:
fout.write(line)
f.close() # not really needed
fout.close()