The ~/.ssh/config
file don’t have a directive for including other files, possibly related to SSH’s check for file permissions.
Suggestions around this can include a script to cat several changes together either on the system or via checkin hooks on a repository. One might also look into tools such as Puppet or Augeas.
However you approach it, though, you’ll have to concatenate individual files to be a single file from outside of the file.
$ cat ~/.ssh/config_* >> ~/.ssh/config
note: overwrite: >
v.s. append: >>
Update December 2017:
From 7.3p1 and up, there is the Include option. Which allows you to include configuration files.
Include
Include the specified configuration file(s). Mul‐
tiple pathnames may be specified and each pathname
may contain glob(3) wildcards and, for user config‐
urations, shell-like “~” references to user home
directories. Files without absolute paths are
assumed to be in ~/.ssh if included in a user con‐
figuration file or /etc/ssh if included from the
system configuration file. Include directive may
appear inside a Match or Host block to perform con‐
ditional inclusion.