The function "saveas" may do what you need. Also, "eval" and "sprintf" could be useful for including variables in the figure name. An example would be:
A = randn(10,100);
for i=1:10
figure
plot(1:100,A(i,:))
eval(sprintf('saveas(gcf, ''figure_%d'', ''fig'')',i));
end
This creates a set of 10 figures with the name of each figure determined by the value of the variable "i". Hope that gets you started!
