UPDATE: Tully's answer is the correct way of doing it, also because (after thinking more about my suggestion) the command below would result in a lag between playing one bag and starting to play the next one (lag which, from my experience, varies according to the size of the bag).
AFAIK, rosbag does not implement such a feature.
However, you can easily take advantage of the Linux shell by running the following command:
$ rosbag play file_0.bag && rosbag play file_1.bag && rosbag play file_3.bag
The result will be a sequential execution of those 3 commands, provided the previous finished execution successfully.
If you do not care about whether the previous command finished successfully, replace '&&' with ';'.
See this link for more info.
Originally posted by Murilo F. M. with karma: 806 on 2014-08-18
This answer was NOT ACCEPTED on the original site
Post score: 2
Original comments
Comment by AsifA on 2014-08-18:
Thanks Murilo :)