A suggested workflow to save multiple attachments from multiple Emails:
1. Select a mailbox (i.e. Inbox) from the Mailbox pane.
2. Sort the messages by selecting "Attachments" from the pop-down menu that appears by clicking the disclosure button at the top of the Messages pane.
3. Select multiple messages for the attachments you wish to save by holding down the Shift key and clicking for adjacent messages, and holding down the Command key and clicking for non-adjacent messages.
4. Control-click on one of the selected messages (highlighted in blue) and select "Forward"from the contextual menu that appears. Alternatively, press the Command-Shift-F keys.
5. As an option, you may want send the Email with the attachments at the end of the message. From Mail's menu bar select Edit > Attachments > Insert Attachments at End of Message.
6. Address the New Message with attachments to yourself, fill in a subject, and send.
7. Open the message when it arrives in your Inbox.
8. Navigate your cursor to the faint horizontal line at the top of the Message viewer until the segmented control fades into view.
9. Click the disclosure button labeled with a paperclip icon and an integer indicating the number of attachments. Select "Save All" from the pop-down menu.
10. Select a location to save the attachments to from the sheet that slides down. Click the "Save" button.