Pyplot has get_fignums method that returns a list of figure numbers. This should do what you want:
import matplotlib.pyplot as plt
import numpy as np
x = np.arange(100)
y = -x
plt.figure()
plt.plot(x)
plt.figure()
plt.plot(y)
for i in plt.get_fignums():
plt.figure(i)
plt.savefig('figure%d.png' % i)