How to make a list of data frames in Julia?

You could also use vcat to combine these data frames into a single one with an extra column indicating the source like this:

julia> c = vcat(a, b, source=:source => ["a", "b"])
8×2 DataFrame
 Row │ A      source
     │ Int64  String
─────┼───────────────
   1 │     1  a
   2 │     2  a
   3 │     3  a
   4 │     4  a
   5 │     1  b
   6 │     2  b
   7 │     3  b
   8 │     4  b

This form is often easier to work with later. In particular if you then groupby the c data frame by :source like this:

julia> groupby(c, :source)
GroupedDataFrame with 2 groups based on key: source
First Group (4 rows): source = "a"
 Row │ A      source
     │ Int64  String
─────┼───────────────
   1 │     1  a
   2 │     2  a
   3 │     3  a
   4 │     4  a
⋮
Last Group (4 rows): source = "b"
 Row │ A      source
     │ Int64  String
─────┼───────────────
   1 │     1  b
   2 │     2  b
   3 │     3  b
   4 │     4  b

As a result you also get a collection of data frames (like the list that was created in the other answer), but this time you can apply functions supporting the split-apply-combine to it, see https://dataframes.juliadata.org/stable/man/split_apply_combine/.

One possible option that appears to work is the straightforward, "just add them to the list" method mentioned above. This would look like:

julia> a = DataFrame(A = 1:4)
4×1 DataFrame
 Row │ A     
     │ Int64 
─────┼───────
   1 │     1
   2 │     2
   3 │     3
   4 │     4

julia> b = DataFrame(A = 1:4)
4×1 DataFrame
 Row │ A     
     │ Int64 
─────┼───────
   1 │     1
   2 │     2
   3 │     3
   4 │     4

julia> c = [a, b]
2-element Vector{DataFrame}:
 4×1 DataFrame
 Row │ A     
     │ Int64 
─────┼───────
   1 │     1
   2 │     2
   3 │     3
   4 │     4
 4×1 DataFrame
 Row │ A     
     │ Int64 
─────┼───────
   1 │     1
   2 │     2
   3 │     3
   4 │     4

julia> typeof(c)
Vector{DataFrame} (alias for Array{DataFrame, 1})