fileName <- function(x) { if(!file.exists("Data")) dir.create("Data") paste("Data", x, sep=.Platform$file.sep) } a <- 1:10 save("a", file=fileName("a")) b <- letters[1:4] save("b", file=fileName("b")) d <- rnorm(10) save("d", file=fileName("d")) system("cd Data; tar cf Data.tar a b d")