Save all images from all emails automatically
If you move your mouse into the header area of the message window (assuming you use Apple Mail), a segmented control appears at the lower end of the header, and one of the buttons shows a paperclip. Click on that, and a menu should appear, with one choice being "save all".

If you want to save all attachments from a number of messages simultaneously, my advice is to go into the Mail attachments folder inside the Library folder in your home directory. But here it will be hard to pick just the files you want, because the file names are not always helpful. Look for

Users/Username/Library/Mail Downloads

Users/Username/Library/Mail/Mail Downloads

If you can't see your Library folder, see:
How to make your Library folder visible in the Finder in OS X 10.7 (Lion) or later