So, if you happened to be on a *n*x box (or have a windows port of standard unix utilities), you could just do a shell command (that includes a perl one-liner):

# assuming N files are named in some systematic way,
# and columns are separated by whitespace:

paste file.* | perl -pe '($t)=(/^(\S+)/); s/\t$t//g;' > multi-column.f
+ile
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The unix "paste" command takes a list of file names and concatenates them "horizontally", line by line; for a list of input files (1..N), its default behavior replaces the newline with a tab for each line of files 1..N-1.

Assuming that all files in the set have the same series of values in the first column, the perl script removes all but the first occurrence of that value on each line. (If all these assumptions don't apply, then your approach of reading from a set of file handles in a loop is fine, of course.)