XSLT 2.0 allows multiple output files using the <xsl:result-document> instruction.
Some XSLT 1.0 processors have similar facilities as a vendor extension. Failing that, you can sometimes do-it-yourself using calls to Javascript or whatever.
Michael Kay
http://www.saxonica.com/
Author, XSLT Programmer's Reference and XPath 2.0 Programmer's Reference