Python:

#!/usr/bin/python3

# test.py
import fileinput
import sys

def process_line(s):
    # do something to a string
    return s

for fname in sys.argv[1:]:
    for line in fileinput.input(files=fname, inplace=True, backup='.bak'):
        print(process_line(line))

usage:  ./test.py *html 

Perl:

perl -pi.bak -e 's/<REGEX>/<REGEX>/g' <FILES>