Concat multiple shapefiles via geopandas

I can't test this since I don't have your data, but you want something like this (assuming python 3):

from pathlib import Path
import pandas
import geopandas

folder = Path("/Users/m3105/Downloads/area")
shapefiles = folder.glob("tl_2015_*_arealm.shp")
gdf = pandas.concat([
    geopandas.read_file(shp)
    for shp in shapefiles
]).pipe(geopandas.GeoDataFrame)
gdf.to_file(folder / 'compiled.shp')

If using pandas.concat like the answer of @Paul H, some geographical imformation such as coordinate reference system(crs) does not get preserved by default. But it worked when using the way like below:

import os
import geopandas as gpd
import pandas as pd

file = os.listdir("Your folder")
path = [os.path.join("Your folder", i) for i in file if ".shp" in i]

gdf = gpd.GeoDataFrame(pd.concat([gpd.read_file(i) for i in path], 
                        ignore_index=True), crs=gpd.read_file(path[0]).crs)

In this way, the geodataframe will have CRS as your need