Pandas concat breaks with axis specified
I have an odd issue where if I specify the axis in concat it throws the following error:

InvalidIndexError: Reindexing only valid with uniquely valued Index objects

Pandas version: 0.16.0
OS: Ubuntu 14.04 LTS x64

Here's the pickle of the data structure causing this (it's rather large, ~60 megs, but it's my real use case which caused this error)

https://www.dropbox.com/s/02dn99dbi6p14um/pandas_error.pickle?dl=0

```
import pickle
import pandas as pd
l = pickle.load(open('pandas_error.pickle'))
scan_query = '(index >= 624.306193 & index <= 624.326171) | (index >= 624.807981 & index <= 624.826795) | (index >= 625.309633 & index <= 625.32635) | (index >= 628.315655 & index <= 628.331508) | (index >= 628.815043 & index <= 628.83164)'
# works
pd.concat([i.dropna().to_frame().query(scan_query) for i in l])
# breaks
#pd.concat([i.dropna().to_frame().query(scan_query) for i in l], axis=1)
```
