I have four text files A.txt, B.txt, C.txt and D.txt I have to perform a series of vim editing in all these files. Currently how I am doing is open each files and do the same vi
vim -c Execute after loading the first file
Does what you describe, but you'll have to do it one file at a time.
So, in a windows shell...
for %a in (A,B,C,D) do vim -c ":g/^\s*$/d" -c "" %a.txt
POSIX shells are similar, but I don't have a machine in front of me at the moment.
I imagine you could load all the files at once and do it, but it would require repeating the commands on the vim command line for each file, similar to
vim -c "" -c "" -c ":n" (repeat the previous -c commands for each file.)
EDIT: June 08 2014: Just an FYI, I discovered this a few minutes ago.
vim has the command bufdo to do things to each buffer (file) loaded in the editor. Look at the docs for the bufdo command. In vim, :help bufdo