Batch Purge tool in the Material Organizer drop-down helps purge unused materials from some external files in batch.
After the ribbon button is clicked, a dialog will appear to ask for files.
After the OK button is clicked, the files will be processed one by one. Their unused materials will be removed accordingly. A progress bar will show how many files in total, which file is currently being processed, and what remaining time may be. An information box will finally show what have happened.