Read a directory with a large number of files

Greetings:

 The Social Security names database contains a data file for each year from 1880 to 2015. 

Social Security names database

Using the input block for each data file is obviously very inefficient for reading in all the files and creating a union.  What other options are available to read these data files, add a new field with the respective year, and then create a union?   

Thanks in advance!

Brian