Combine multiple shapefiles python

I’m pretty new to working with shapesfiles. I’m trying to create a spatial index of addresses in NYC. I completed it using an rtree but have only done it for Manhattan. To complete the other counties in NYC I’d like to combine the shapefiles for each county. The source I’m using for the shapefiles in the NYC Pluto file (http://www.nyc.gov/html/dcp/html/bytes/dwn_pluto_mappluto.shtml#mappluto). It looks like there’s isn’t a single shapefile for the whole city. Rather there are five shapefiles, one for each county.

Can anyone please point me in the right direction to combine the shapefiles so I can run the rtree code on a singe shapefile, rather than 5.

I’m using Python.