BUG: concat not copying index and columns when copy=True

doc/source/whatsnew/v1.0.0.rst

@@ -1133,6 +1133,7 @@ Reshaping
 - Bug in :func:`merge_asof` merging on a tz-aware ``left_index`` and ``right_on`` a tz-aware column (:issue:`29864`)
 - Improved error message and docstring in :func:`cut` and :func:`qcut` when `labels=True` (:issue:`13318`)
 - Bug in missing `fill_na` parameter to :meth:`DataFrame.unstack` with list of levels (:issue:`30740`)
+- Bug in :func:`concat` index and columns not copied when ``copy=True`` (:issue:`29879`)
 
 Sparse
 ^^^^^^

pandas/core/reshape/concat.py

@@ -516,9 +516,12 @@ def _get_new_axes(self) -> List[Index]:
 
     def _get_comb_axis(self, i: int) -> Index:
         data_axis = self.objs[0]._get_block_manager_axis(i)
-        return get_objs_combined_axis(
+        comb_axis = get_objs_combined_axis(
             self.objs, axis=data_axis, intersect=self.intersect, sort=self.sort
         )
+        # GH 29879
+        # No need for deep copy. Indexes are immutable so they can share underlying data
+        return comb_axis.copy(deep=False) if self.copy else comb_axis
 
     def _get_concat_axis(self) -> Index:
         """

pandas/tests/reshape/test_concat.py

@@ -2750,3 +2750,16 @@ def test_concat_sparse():
     )
     result = pd.concat([a, a], axis=1)
     tm.assert_frame_equal(result, expected)
+
+
+@pytest.mark.parametrize("axis", [0, 1])
+def test_concat_copy_index(axis):
+    # GH 29879
+    df = pd.DataFrame([[1, 2], [3, 4]], columns=["a", "b"])
+    df_comb = pd.concat([df, df], axis=axis, copy=True)
+    ser = df["a"]
+    ser_comb = pd.concat([ser, ser], axis=axis, copy=True)
+
+    assert df_comb.index is not df.index
+    assert df_comb.columns is not df.columns
+    assert ser_comb.index is not ser.index