Example
Sub Theloopofloops()
Dim wbk As Workbook
Dim Filename As String
Dim path As String
Dim rCell As Range
Dim rRng As Range
Dim wsO As Worksheet
Dim sheet As Worksheet
path = "pathtofile(s)" & "\"
Filename = Dir(path & "*.xl??")
Set wsO = ThisWorkbook.Sheets("Sheet1") 'included in case you need to differentiate_
between workbooks i.e currently opened workbook vs workbook containing code
Do While Len(Filename) > 0
DoEvents
Set wbk = Workbooks.Open(path & Filename, True, True)
For Each sheet In ActiveWorkbook.Worksheets 'this needs to be adjusted for specifiying sheets. Repeat loop for each sheet so thats on a per sheet basis
Set rRng = sheet.Range("a1:a1000") 'OBV needs to be changed
For Each rCell In rRng.Cells
If rCell <> "" And rCell.Value <> vbNullString And rCell.Value <> 0 Then
'code that does stuff
End If
Next rCell
Next sheet
wbk.Close False
Filename = Dir
Loop
End Sub