You can do a recursive directory listing and pipe it into SAS as input.  Just change C:\temp to your top level directory.  This will list every file under that directory and capture the result in a SAS dataset.  You can then walk through the dataset to create the filenames.  I'm sure there is a more elegant approach, but this code works on my PC: filename DIRLIST pipe 'dir "C:\temp" /s /b'; data dirlist ;      length buffer $256 ;      infile dirlist length=reclen ;      input buffer $varying256. reclen ; run ; proc sql noprint; select count(*) into: row_count from dirlist; quit; run; %put Row Count is &row_count..; %macro fileloop; %do i = 1 %to &row_count;   data _null_;    ptr = &i;    set dirlist point=ptr;    call symput('filenm',buffer);    stop;   run;   %put "I is " &i.;   filename F%trim(&i) "&filenm"; %end; %end; %mend; %fileloop; filename _all_ list; ... View more