Depending on what your goal is "Clone Assembly" might do what you need. It will do a save as for all, or selected, components in an assembly and allow you to specify a naming rule to append or modify the name of all, or just selected, components.
NX 7.5.5.4 mp01, NX 8.0.1.5
Tecnomatix Quality 8.0.1.3
PC-DMIS 2011 MR1