Suppose you had a macro q that ran (and remained) on a single line. Then you could run it on every line in your selection with:
:'<,'>normal @q
(if you already have a group of lines selected, hitting : produces :'<,'> on the command line)
For example, the following macro capitalizes every word but the first on a line:
:let @q="^dwgU$P"
So running it on the following (where the + lines are selected)
0000: a long long time ago
0001: in a galaxy far away
+0002: naboo was under an attack
+0003: and i thought me and qui-gon jinn
+0004: could talk the federation in
0005: to maybe cutting them a little slack.
With the above normal @q command, produces:
0000: a long long time ago
0001: in a galaxy far away
0002: naboo WAS UNDER AN ATTACK
0003: and I THOUGHT ME AND QUI-GON JINN
0004: could TALK THE FEDERATION IN
0005: to maybe cutting them a little slack.