Unlike MATLAB's solution, the variables are saved with their variable names'. You must call this function for each variable you want to save, but the function will not overwrite previous mat files.

function parsave(fname,data)

var_name=genvarname(inputname(2));
eval([var_name '=data'])

try
save(fname,var_name,'-append')
catch
save(fname,var_name)
end