This is a solution for python, using noweb syntax. It saves all open matplotlib figures, but the idea can be extended easily. First off, make sure noweb is enabled in settings. Then, define a function which returns a list of filenames.
#+name: plt-save
#+begin_src python :exports results :results verbatim
idx = get_fignums()
files = []
for i in idx:
figure(i)
files.append('{0}_{1}.png'.format(path, i))
savefig(numbered[-1], bbox_inches='tight')
return "\n".join(["[[file:{0}]]".format(f) for f in files])
#+end_src
Then, in the block where the figures are to be saved, define a variable path
, call <<plt-save>>
, and set the results to verbatim.
#+begin_src python :results verbatim
# Do processing here#
path='features_heatmap'
<<plt-save>>
#+end_src