Yes, or you can code your files to use one script instead of having to put one in every directory.
Example. Your file calls a connection script connect.php.
instead of
include("connect.php");
put
include("/path/to/connect.php");
p.s. you can dynamically set the /path/to/ by using $_SERVER["DOCUMENT_ROOT"].
p.p.s. Redundant files are a waste of resources.