consecutive filtered blocks with filtfilt
Both the SciPy and MATLAB implementations of filtfilt use a mirrored part of the beginning and end of the signal (roughly with a length equal to the impulse response of the filter) to reduce the effect of initial conditions on the filtered signal (i.e. to reduce ringing the signal is artificially lengthened by concatenating mirrored parts of the signal).

As these mirrored signal parts are probably not equal to the data in the previous and subsequent data blocks, concatenation of the filtered blocks will not result in a continuous signal. 

A possible workaround might be to select longer data blocks from the original signal and discard a part from the beginning and end after application of the filter but before concatenation. Note that this might require a FIR filter to work properly although I would expect acceptable results for a IIR filter if the data block can be made long enough.