ENH: pd.progress_concat
#### Is your feature request related to a problem?

I need to concat many thousands of fairly large dataframes, which can take 15-45mins, and I'm unable to get an idea of progress.

#### Describe the solution you'd like

I'd really like either a `pd.progress_concat` or ` pd.concat(progress=True)`

#### API breaking implications

I don't think this would break anything?

#### Describe alternatives you've considered

I've searched, but have been unable to find any alternative solution that does not seriously hamper speed.

#### Additional context

I have very little idea how `pd.concat` actually works internally, so I'm not sure if this is actually feasible.

