Here is Gist, how this can be easily done without any patching.
https://gist.github.com/1462080

Hello,

Thanks for the feature, but it will look better if we will have support for config directories:

/etc/app_name.d/
/etc/app_name.yml

and these directories can contain more *.yml files.

I was thinking about doing the same because I have secure information that I want to be different in staging and production. Generally the file is going to be sym linked during a deploy. I realized that it was easier to just create another Settings Logic object for example SecureSettings and link/overwrite the development/test version of the config file. We don't store the sensitive information in source control so this turned out to be a trivial alternative solution. I wanted to share this solution in case it's useful for someone else.

You may want to checkout chamber, which supports an arbitrary number of files.