Odd smooth shading issue

When I try to apply smooth shading to my line of columns, it looks like this:

http://i.imgur.com/SoRYeRQ.png (I smooth shaded a few for an example)

Anyway to “connect” the shading on the columns? I tried connecting the objects themselves but it didn’t seem to do much.

Delete any faces that are inside the mesh (look at the mesh where you see errors)
Remove any double vertices (select all vertices and W / remove doubles)
Recalculate normals (select all vertices and Ctrl+N)