XSLT 2.0 allows you to generate multiple result files using xsl:result-document. Some XSLT 1.0 processors have an extension that does the same thing. Otherwise you have to run one transformation (using different stylesheets, or the same stylesheet with a parameter) for each output file.
Michael Kay
http://www.saxonica.com/
Author, XSLT Programmer's Reference and XPath 2.0 Programmer's Reference