id,node_id,number,title,user,state,locked,assignee,milestone,comments,created_at,updated_at,closed_at,author_association,active_lock_reason,draft,pull_request,body,reactions,performed_via_github_app,state_reason,repo,type
315381649,MDU6SXNzdWUzMTUzODE2NDk=,2066,open_mfdataset can't handle many files,2444231,closed,0,,,7,2018-04-18T08:33:15Z,2019-03-18T14:58:15Z,2019-03-18T14:58:14Z,NONE,,,,"#### Code Sample, a copy-pastable example if possible

It appears as if the `open_mfdataset` cannot handle many files (many here = 1200) 

```python
ensemble = xr.open_mfdataset(""/scratch/simulation_database/incoming/Eem125-S2/output/Eem125-S2_echam5_main_mm_26*.nc"")

OSError                                   Traceback (most recent call last)
<ipython-input-4-038705c4f255> in <module>()
----> 1 ensemble = xr.open_mfdataset(""/scratch/simulation_database/incoming/Eem125-S2/output/Eem125-S2_echam5_main_mm_26*.nc"")

~/anaconda3/lib/python3.6/site-packages/xarray/backends/api.py in open_mfdataset(paths, chunks, concat_dim, compat, preprocess, engine, lock, data_vars, coords, **kwargs)

~/anaconda3/lib/python3.6/site-packages/xarray/backends/api.py in <listcomp>(.0)

~/anaconda3/lib/python3.6/site-packages/xarray/backends/api.py in open_dataset(filename_or_obj, group, decode_cf, mask_and_scale, decode_times, autoclose, concat_characters, decode_coords, engine, chunks, lock, cache, drop_variables)

~/anaconda3/lib/python3.6/site-packages/xarray/backends/netCDF4_.py in open(cls, filename, mode, format, group, writer, clobber, diskless, persist, autoclose)

~/anaconda3/lib/python3.6/site-packages/xarray/backends/netCDF4_.py in _open_netcdf4_group(filename, mode, group, **kwargs)

netCDF4/_netCDF4.pyx in netCDF4._netCDF4.Dataset.__init__()

netCDF4/_netCDF4.pyx in netCDF4._netCDF4._ensure_nc_success()

OSError: [Errno 24] Too many open files: b'/scratch/simulation_database/incoming/Eem125-S2/output/Eem125-S2_echam5_main_mm_260001.nc'
```
#### Problem description

Often, climate simulations produce more than one output file per model component (generally 1 per saved time output, e.g. months, years, days, or something else). It would be good to access all of these as one object, rather than having to combining them by hand before with e.g. `cdo` or some other tool.

#### Expected Output

`ensemble` variable definition gives me back 1 object  😄 

#### Output of ``xr.show_versions()``

<details>
# Paste the output here xr.show_versions() here
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.3.final.0
python-bits: 64
OS: Linux
OS-release: 3.13.0-144-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

xarray: 0.10.0
pandas: 0.20.3
numpy: 1.13.3
scipy: 0.19.1
netCDF4: 1.3.1
h5netcdf: 0.5.0
Nio: None
bottleneck: 1.2.1
cyordereddict: None
dask: 0.15.3
matplotlib: 2.1.0
cartopy: 0.16.0
seaborn: 0.8.0
setuptools: 36.5.0.post20170921
pip: 9.0.1
conda: 4.5.1
pytest: 3.2.1
IPython: 6.1.0
sphinx: 1.6.3
</details>","{""url"": ""https://api.github.com/repos/pydata/xarray/issues/2066/reactions"", ""total_count"": 0, ""+1"": 0, ""-1"": 0, ""laugh"": 0, ""hooray"": 0, ""confused"": 0, ""heart"": 0, ""rocket"": 0, ""eyes"": 0}",,completed,13221727,issue