There is a set of SAS macros, converts a directory of transport files to a directory of SAS data sets and format catalogs (and vice versa). To see how to invoke the macros, look at the test following the last macro. The macros make the assumption that transport files created from data sets have the extension .xpt, and transport files created from format catalogs have the extension .xpf.
%expfmts : This macro will convert an existing format catalog into a data set in transport format.
%expdset: This macro will convert an existing SAS data set into a transport file.
%impfmts: This macro will convert a transport CNTLOUT data set into a native format catalog.
%impdset: This macro will convert a transport data set into a native SAS data set.
%getnames: This macro will create a SAS data set consisting of a variable called FILENAME. There will be one observation for each file in the specified directory with the specified extension.
Direct link: http://www.sas.com/govedu/fda/macro.html