Sí, claro:
Código:
for (i=1;i<6;i++){
this["btn_"+i].onRollOver=function(){
this.gotoAndPlay("over");
}
this["btn_"+i].onRollOut=function(){
this.gotoAndPlay("out");
}
this["btn_"+i].onRelease=function(){
this.gotoAndPlay("on");
}
}
Insisto, no lo he probado...