Is this what you mean? Try on a copy of your original first.
Sub Maybe()
Dim sh1 As Worksheet, sht As Worksheet, c As Range, hdrCol As Long
Set sh1 = Worksheets("Master")
Application.ScreenUpdating = False
For Each sht In ActiveWorkbook.Worksheets
If sht.Name <> "Master" Then
With sht
For Each c In .Range(.Cells(1, 1), .Cells(1, .Cells(1, .Columns.Count).End(xlToLeft).Column))
If WorksheetFunction.CountIf(sh1.Rows(1), c) <> 0 Then
hdrCol = sh1.Rows(1).Find(c, , , 1).Column
.Range(c.Offset(1), c.Offset(1).End(xlDown)).Copy sh1.Cells(Rows.Count, hdrCol).End(xlUp).Offset(1)
End If
Next c
End With
End If
Next sht
Application.ScreenUpdating = True
End Sub