Add a new column to txt file containing filename

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http://www.unix.com – I would like help adding a new column to a large txt file (~10MB) that contains the filename. I have searched other posts but have not found an adequate solution. I need this extra column so I can concatenate >100 files and perform awk searches on this large file. My current txt file look like this Code: #chr_name      chr_start      chr_end ref_base        alt_base        hom_het snp_quality    tot_depth      alt_depth      region  gene    change&n (HowTos)