Reading multiple documents with wild cards

Good day,

Just curious to know if there is a way to load multiple documents in
XSLT using a wild card. In fairy land this would be something like:
<xsl:for-each select="document('*.xml')">
.... do some cool stuff with each doc
</xsl:for-each>

A post at http://www.biglist.com/lists/xsl-list/archives/200108/msg00545.html
indicates that it cannot be done, but this post is 10 years old.

Searching the web for this turns out to be a little tricky, since
there are many results on 'document', 'xslt' and 'wildcard', but
completely unrelated to this type of problem.

Best regards,
Jacobus