In Vim, how do I apply a macro to a set of lines?

Use the normal command in Ex mode to execute the macro on multiple/all lines:

Execute the macro stored in register a on lines 5 through 10.

:5,10norm! @a

Execute the macro stored in register a on lines 5 through the end of the file.

:5,$norm! @a

Execute the macro stored in register a on all lines.

:%norm! @a

Execute the macro store in register a on all lines matching pattern.

:g/pattern/norm! @a

To execute the macro on visually selected lines, press V and the j or k until the desired region is selected. Then type :norm! @a and observe the that following input line is shown.

:'<,'>norm! @a

Enter :help normal in vim to read more.

Use global to run the macro 'a' on all lines that contain 'pattern'

:g/pattern/normal! @a

For help, check: :help global.

You can also do this:

In normal mode:

[number of times to apply the macro] @ [register]

For example:

1000@q

Apply the macro in register q to the next 1000 lines.

Update: the accepted answer is a lot better

Update: as @kevinliu pointed out, you likely want to end the macro with a j to go to the next line.

There's also a plugin called RangeMacro, does exactly what you want! For everyone that can't guess by the name, what it does: it repeats a recorded macro for each line in a given range, no matter if by visual selection or by a :40,50 / :+10

See http://www.vim.org/scripts/script.php?script_id=3271