How to set brightnes for multiple thunderbolt displays at the same time using keys on apple keyboard
Solution 1:
This won't let you adjust all of the screens but works for alternates
ctrl-F1 and ctrl-F2 usually change the brightness on the other display (or external display on 10.7).
Solution 2:
Can I change the brightness on a secondary display? This thread (although the question is slightly different) offers answers to your question.