So... I think what I'm hearing is that for each sheet you want a named range; perhaps we'll call it "MyRange". And you have maybe a macro that always operates on "MyRange" but you maybe want "MyRange" to represent a different sized range for each sheet. Is that it?
I've done stuff like that before. If you want to create a "Sheet Specific" named range, you have to assign the name and use the sheet name as a prequalifier. Like so:
ActiveWorkbook.Names.Add Name:="Sheet1!MyRange", RefersTo:="=Sheet1!A1"
However, I find that this type of naming is required only in the rarest of occasions. I would think very carefully before proceeding down that path... I guess if you have the same formula (maybe a lookup) that keys on MyRange it might be useful to have that be a different size for each sheet.
Edit: But remember, the definition of MyRange on the sheet that you enter the lookup formula on is going to be the only definition of MyRange that can be seen by formulas on that sheet. You won't be able to have a formula on a sheet and have MyRange mean different things to different formulas on the same sheet. Am I making sense? Multiple instances of the same name can also be confusing and misunderstood by those trying to audit your work.
Also worth noting that it's certainly not difficult to add sheet specific named ranges manually. Just need that sheetname prequalifier in the name.