There are five basic file formats—AI, PDF, EPS, FXG, and SVG—to which you can save artwork. These formats are called native formats because they can preserve all Illustrator data, including multiple artboards. (For PDF and SVG formats, you must select the Preserve Illustrator Editing Capabilities options to preserve all Illustrator data.) EPS and FXG can save individual artboards as separate files. SVG saves the active artboard only; however, the content from all artboards is displayed.
I was following instructuions on this video: http://tv.adobe.com/watch/adobe-evangelists-greg-rewis/html5-with-illu strator-cs5/ (time 06:35)
It shows that CS5 has the option to choose *Use artboards* and *All*, when the artboards should be exported into different files. Am I wrong?
You need to have a special HTML5 add-on package for CS5 to to this as shown in the video. Go here