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.

Thanks!

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.

At least this is how it works for the 1D2(n)

It sure would be useful! Nikon's cameras allow you to do so, but I have yet to hear of anyone switching over for that reason