Since Python 3.3, you can use the class ExitStack from the contextlib module to safely
open an arbitrary number of files.
It can manage a dynamic number of context-aware objects, which means that it will prove especially useful if you don't know how many files you are going to handle.
In fact, the canonical use-case that is mentioned in the documentation is managing a dynamic number of files.
with ExitStack() as stack:
    files = [stack.enter_context(open(fname)) for fname in filenames]
    # All opened files will automatically be closed at the end of
    # the with statement, even if attempts to open files later
    # in the list raise an exception
If you are interested in the details, here is a generic example in order to explain how ExitStack operates:
from contextlib import ExitStack
class X:
    num = 1
    def __init__(self):
        self.num = X.num
        X.num += 1
    def __repr__(self):
        cls = type(self)
        return '{cls.__name__}{self.num}'.format(cls=cls, self=self)
    def __enter__(self):
        print('enter {!r}'.format(self))
        return self.num
    def __exit__(self, exc_type, exc_value, traceback):
        print('exit {!r}'.format(self))
        return True
xs = [X() for _ in range(3)]
with ExitStack() as stack:
    print(len(stack._exit_callbacks)) # number of callbacks called on exit
    nums = [stack.enter_context(x) for x in xs]
    print(len(stack._exit_callbacks))
print(len(stack._exit_callbacks))
print(nums)
Output:
0
enter X1
enter X2
enter X3
3
exit X3
exit X2
exit X1
0
[1, 2, 3]