Can any of the cameras create and name folders in camera? I know the 1dMkIIn could create multiple files in camera on a card, and shoot into them, but I don't know if it can actually name them in camera as well.... This would be a very useful feature to me.
No, you can't name the folders using the camera. You just can create new ones on both cards. You can name a prefix for each file though, but not the foldername.
