If they are all the same car (for example, if you have a consist made entirely of empty Illinois Central 4-bay hoppers), then you can fill one car with the desired load, and then click the button above the first load (i'll find a screenie with it...), and that will copy the load status of that car to all of the other cars. Be warned, though, I think that button fills all cars like that car in the entire session instead of ust the consist (correct me if I'm wrong...).
EDIT: No, I was wrong, it only applies to all the like cars in the consist.
So, here's my one car filled.
An now click this button here,
Et voila! (Sorry if I just butchered that--estoy estudiando Español).
And look! This consist 3 baseboards away was unaffected! (Yeah, yeah. I can't write with a mouse.

)
Now, if you have a whole bunch of different roadnames on your cars, you'll have to fill one of each roadname manually and then use the technique from above.