title: Add column identifying original data frame when using pd.concat
body: <p>I have a dictionary of data frames like the following:</p>
  
  <pre><code>test = {'df1':pd.DataFrame({'col1':[3, 5, 1, 4], 'col2':[3, 5, 1, 4]}), 'df2':pd.DataFrame({'col1':[3, 5, 1, 4], 'col2':[3, 5, 1, 4]}), 'df3':pd.DataFrame({'col1':[3, 5, 1, 4], 'col2':[3, 5, 1, 4]}), 'df4':pd.DataFrame({'col1':[3, 5, 1, 4], 'col2':[3, 5, 1, 4]})]
  </code></pre>
  
  <p>I want to concatenate these data frames, but add a new column which gives 'identity' (dictionary key name) of which data frame the value came from. How can this be done? If I do <code>pd.concat(test.values())</code>, I get the concatenation which I want but no identity column.</p>
  
  <p>Thanks,
  Jack</p>