I have 50 U.S. state daily max temperature datasets in the CSV form from 1990 to 2019.

This is a part of one dataset from Georgia.
Date TMax at Georgia, 1990-01-01 to 2019-12-31
1/1/1990 32
1/2/1990 42
1/3/1990 50
...
...
...
12/29/2019 56
12/30/2019 35
12/31/2019 35

In the first row, there are the name of variables. I want to create a column for a state variable and combine all datasets for 50 states.
Date TMax State
1/1/1990 32 Georgia
1/2/1990 42 Georgia
...
12/31/2019 35 Georgia
1/1/1990 32 Idaho
1/2/1990 26 Idaho
...
12/31/2019 30 Idaho
....

All dataset files are located in the same folder.
Please help me solve this problem.

Thank you!