Sub CollateDocumentHeadings()
Application.ScreenUpdating = False
Dim strFolder As String, strFile As String, i As Long, Rng As Range
Dim wdDocSrc As Document, wdDocTmp As Document, wdDocOut As Document
strFolder = GetFolder
If strFolder = "" Then Exit Sub
Set wdDocTmp = Documents.Add
strFile = Dir(strFolder & "\*.docx", vbNormal)
While strFile <> ""
  i = 0
  If ThisDocument.FullName <> strFolder & "\" & strFile Then
    Set wdDocSrc = Documents.Open(FileName:=strFolder & "\" & strFile, AddToRecentFiles:=False, Visible:=False)
    With wdDocSrc
      With .Range
        With .Find
          .ClearFormatting
          .Replacement.ClearFormatting
          .Text = ""
          .Replacement.Text = ""
          .Format = True
          .Style = wdStyleHeading1
          .Execute
        End With
        Do While .Find.Found
          i = i + 1
          Set Rng = .Duplicate
          With Rng
            .End = .End - 1
          End With
          With wdDocTmp
            If .Sections.Count < i Then
              .Range.InsertAfter vbCr
              .Sections.Add Range:=.Characters.Last, Start:=wdSectionNewPage
            End If
            .Sections(i).Range.Characters.Last.InsertBefore Rng.Text & vbTab & strFile & vbCr
          End With
          .Collapse wdCollapseEnd
          .Find.Execute
        Loop
      End With
      .Close SaveChanges:=False
    End With
  End If
  strFile = Dir()
Wend
With wdDocTmp
  .SaveAs2 FileName:=strFolder & "\Headings Master List.docx", FileFormat:=wdFormatXMLDocument, AddToRecentFiles:=False
  For i = 1 To .Sections.Count
    Set Rng = .Sections(i).Range
    With Rng
      .MoveEnd wdCharacter, -1
    End With
    Set wdDocOut = Documents.Add(Visible:=False)
    With wdDocOut
       .Range.FormattedText = Rng.FormattedText
      .SaveAs FileName:=strFolder & "\Headings (" & i & ") List.docx", FileFormat:=wdFormatXMLDocument, AddToRecentFiles:=False
      .Close SaveChanges:=True
    End With
  Next
End With
Set wdDocSrc = Nothing: Set wdDocTmp = Nothing: Set wdDocOut = Nothing
Application.ScreenUpdating = True
End Sub
 
Function GetFolder() As String
Dim oFolder As Object
GetFolder = ""
Set oFolder = CreateObject("Shell.Application").BrowseForFolder(0, "Choose a folder", 0)
If (Not oFolder Is Nothing) Then GetFolder = oFolder.Items.Item.Path
Set oFolder = Nothing
End Function