As per Nielsen and Chuang's textbook in its 10th Anniversary Edition, equation $(11.84)$:
$$\sum_ip_iS\left(\rho_i\right)\leqslant S\left(\sum_ip_i\rho_i\right),$$
which is concavity! Note that equality holds if and only if all the states $\rho_i$ for which $p_i>0$ are identical; that is, the entropy is a strictly concave function of its inputs.
Thus, there is no other case. You can find the proof in the aforementioned textbook, which I'll reproduce here.
We first introduce a $B$ register to define a bipartite state $\rho^{AB}$:
$$\rho^{AB}\overset{\text{def}}{=}\sum_xp_x\rho_x\otimes|x\rangle\!\langle x|\,.$$
The entropy we're interested about is $S\left(\rho^A\right)$, which is equal to:
$$S\left(\rho^A\right)=S\left(\sum_xp_x\rho_x\right)\,.$$
We can also compute the entropy of the $B$ system:
$$S\left(\rho^B\right)=S\left(\sum_xp_x|x\rangle\!\langle x|\right)=H(p)$$
with $H$ being the Shannon entropy. Finally, the joint entropy is given by:
$$S(A, B)=H(p)+\sum_xp_xS\left(\rho_x\right)$$
by the Joint entropy theorem (Equation $(11.58)$ in the textbook). But now, the subaddivity property of the joint entropy states that:
$$S(A, B)\leqslant S(A)+S(B)$$
which in our case gives:
$$H(p)+\sum_xp_xS\left(\rho_x\right)\leqslant H(p)+S\left(\sum_xp_x\rho_x\right)\,.$$
Which is the inequality we seeked. Thus, the question becomes: when is the subadditivity inequality an equality? We can find the answer on Equations $(11.74-11.76)$: we have equality if and only if $\rho^{AB}$ is a product state (Theorem $11.7$), that is if $\rho^{AB}=\rho^A\otimes\rho^B$. But now, note that we have:
$$\rho^A\otimes\rho^B=\sum_{x, y}p_xp_y\rho_x\otimes|y\rangle\!\langle y|\,.$$
In particular, we must have for all $x$:
$$\left(I_A\otimes\langle x|\right)\rho^{AB}\left(I_A\otimes|x\rangle\right)=\left(I_A\otimes\langle x|\right)\left(\rho^{A}\otimes\rho^B\right)\left(I_A\otimes|x\rangle\right)$$
which gives us:
$$p_x\rho_x=p_x\sum_yp_y\rho_y$$
which gives us, assuming $p_x>0$:
$$\rho_x=\sum_yp_y\rho_y\,.$$
In particular, $\rho_x$ does not depend on $x$, which concludes the proof.