The SAS functions of inputn,inputc, putn,putc are allowed a format name argument as a variable. But it has limitations about how many formats can be loaded at running time.

data fmt;
   do i=1 to 5000;
      fmtname=catt('_',i,'_');
      start=i;
      label=i;
      type='I';
      output;
    end;
run;

options nonotes;
proc format cntlin=fmt;
run;
options notes;

data test;
   *do i=1 to 50;
   do i=1 to 5000;
     fmtname=catt('_',i,'_');
     value=inputn(compress(put(i,best.)),fmtname);
     output;
   end;
run;

proc print;run;