It would seem at first glance that this would be a good idea, but in fact it would actually make matters worse. For example, if one page needs plugins 1, 2 and 3, then a file would be build server side with those plugins in it. Now, the browser goes to another page that needs plugins 2 and 4. This would cause another file to be built, this new file would be different from the first one, but it would also contain the code for plugin 2 so the same code ends up getting downloaded twice, bypassing the version that the browser already has.
You are best off leaving the caching to the browser, rather than trying to second-guess it. However, there are options to improve things.
Top of the list is using a CDN. If the plugins you are using are fairly popular ones, then the chances are that they are being hosted with a CDN. If you link to the CDN-hosted plugins, then any visitors who are hitting your site for the first time and who have also happened to have hit another site that's also using the same plugins from the same CDN, the plugins will already be cached.
There are, of course, other things you can to to speed your javascript up. Best practice includes placing all your script include tags as close to the bottom of the document as possible, so as to not hold up page rendering. You should also look into lazy initialization. This involves, for any stuff that needs significant setup to work, attaching a minimalist event handler that when triggered removes itself and sets up the real event handler.