By putting multiple figure handles into a graphics array, multiple figures can be saved to the same .fig file
h(1) = figure;
scatter(rand(1,100),rand(1,100));
h(2) = figure;
scatter(rand(1,100),rand(1,100));
h(3) = figure;
scatter(rand(1,100),rand(1,100));
savefig(h,'ThreeRandomScatterplots.fig');
close(h);
This creates 3 scatterplots of random data, each part of graphic array h. Then the graphics array can be saved using savefig like with a normal figure, but with the handle to the graphics array as an additional argument.
An interesting side note is that the figures will tend to stay arranged in the same way that they were saved when you open them.