Here is a query that generates the ALTER INDEX commands for you. Making this into a cursor is left as an exercise to the reader.

Note: I don't have multi-filegroup database to test on, so you need to test carefully! I've tried to take in regard that that the tables may be partitioned

SELECT 'ALTER INDEX ' + quotename(i.name) + ' ON ' +

quotename(s.name) + '.' + quotename(o.name) +

' REORGANIZE PARTITION = ' + ltrim(str(p.partition_number))

FROM sys.partitions p

JOIN sys.indexes i ON p.object_id = i.object_id

AND p.index_id = i.index_id

JOIN sys.objects o ON o.object_id = p.object_id

JOIN sys.schemas s ON o.schema_id = s.schema_id

JOIN sys.allocation_units au ON p.hobt_id = au.container_id

JOIN sys.data_spaces ds ON au.data_space_id = ds.data_space_id

WHERE ds.name = 'PRIMARY'

AND o.type = 'U'

AND i.index_id > 0