Configure each firewall to log with a different 'logging facility' and configure your syslog.conf to use different logfiles for each facility. Don't forget to restart syslog after making the changes.
On most *nix systems, you'll find the names of facilities correlated to numbers in the file "/usr/include/syslog.h"
This doesn't scale indefinitely as the number of logging facilities that can be used is limited. Alternatively you can setup syslog-ng (search with Google) on your unix box and configure that to filter to different logfiles, based on attributes like hostname.
Good luck.
Frans
