Assuming you have them as a document inside separate TabPage objects within a TabControl, all you have to do is loop through the pages and call your Save method on each of them:
foreach (TabPage page in MyTabs.TabPages)
{
foreach (Control c in page.Controls)
{
MyDocument md = page.Controls[0] as MyDocument;
if (md != null)
{
md.Save();
break;
}
}
}
The outer loop examines each TabPage, the inner loop finds the document within the Page and saves it.