I am making a material library file, how can I append multiple materials at once to the file? (each material is in a different file)
In Blender 2.76 you'll be able to set how many directory levels to show simultaneously.
You can download the last build, though it was not as stable as release: https://builder.blender.org/download/
It works both for system folder and blender file data
Let's say your blend files are all in the same directory.
Choose One Level and filter by material:
You'll find all the materials used in all the blend files.