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Renaming ODS body files
It's easy to generate multiple body files corresponding to BY groups. Just code NEWFILE=BYGROUP. However, these files will be distinguished only by automatically generated numeric suffixes. Their names will not reflect the values of the BY variables.
A workaround is to rename the files after they are created. Ray Pass demonstrated a way to do this in I'll Have the TABULATEs a la ODS Please, With a Table of Contents On the Side. Another example was posted on SAS-L by Peter Crawford. Note that this technique tends to be platform-specific.
It would be nice if SAS permitted the use of the #BYVAL token (as allowed in TITLE and FOOTNOTE statements) within BODY= specifications.