use knit() with a loop to write reports for subsets of data

main.Rnw

\documentclass{article}

\begin{document}

<<run-all, results='hide', message=FALSE>>=
library(xtable)
out = NULL
for (g in unique(mtcars$gear)) {
  out = c(out, knit_child('template.Rnw', sprintf('gear-%s.tex', g)))
}
<<write-results, echo=FALSE, results='asis'>>=
cat(out, sep = '\n')
@

\end{document}

template.Rnw

<<include=FALSE, cache=FALSE>>=
# make sure figure paths do not collide
opts_chunk$set(fig.path = paste('figure/gear', g, sep = ''))
@

\section{Cars with \Sexpr{g} gears}

<<results='asis'>>=
df = subset(mtcars, gear == g, 1:5)
print(xtable(df), floating = FALSE)
@