When I design a group of similar objects (icons, buttons and so on), I usually create them on top of each other in the same document, each in a group (so that they can use the same guides and so on). When it comes time to export them, I make each group visible, one at a time and export what is visible, one group at a time. Now, as long as I add a zero opacity rectangle to bound the selection, I can make each group export to its own file by running a single export using Export for Web.
Thanks for adding this. Its something that I really wanted but never got around to requesting.