Jason,

Make them functions that return a Boolean, and trap errors and set to False
if error, True if not.

Then call like this

Sub mMasterMacro()

On Error GoTo Exit_Me
Application.ScreenUpdating = False

'Run macros
If Not mMacro1 Then sErrors = serrors & £nMacro1" &  vbnewline
If Not mMacro2 Then sErrors = serrors & £nMacro2" &  vbnewline
If Not mMacro3 Then sErrors = serrors & £nMacro3" &  vbnewline
If Not mMacro4 Then sErrors = serrors & £nMacro4" &  vbnewline
If Not mMacro5 Then sErrors = serrors & £nMacro5" &  vbnewline
If Not mMacro6 Then sErrors = serrors & £nMacro6" &  vbnewline

If sErrors <> "" then MsgBox sErrors

Exit_Me:
Application.ScreenUpdating = True

End Sub

One way I've used is to call the macros as Functions rather than Subs.
For instance:

   Public Sub mMasterMacro()
       Dim sErr As String
       Application.ScreenUpdating = False
       If Not bFunction1 Then _
               sErr = vbNewLine & "Error in Function1"
       If Not bFunction2 Then _
               sErr = sErr & vbNewLine & "Error in Function2"
       If Not bFunction3 Then _
               sErr = sErr & vbNewLine & "Error in Function3"
       If Not bFunction4 Then _
               sErr = sErr & vbNewLine & "Error in Function4"
       If Not bFunction5 Then _
               sErr = sErr & vbNewLine & "Error in Function5"
       If Not bFunction6 Then _
               sErr = sErr & vbNewLine & "Error in Function6"
       If Len(sErr) <> 0 Then _
               MsgBox "There were errors:" & vbNewLine & sErr
       Application.ScreenUpdating = True
   End Sub

   Private Function bFunction1() As Boolean
       Dim bResult As Boolean
       bResult = True      'Assume success!
       On Error GoTo ErrHandler
       'code here
   ResumeHere:
       bFunction1 = bResult
       Exit Function
   ErrHandler:
       bResult = False
       'Additional error handling here
       Resume ResumeHere
   End Function

etc...

If you don't want to change them to functions, here is another approach.  The
called macros should have no internal error handling.

Sub mMasterMacro()
Dim i As Long, v As Variant
On Error GoTo ErrHandler
Application.ScreenUpdating = False
v = Array("mmacro1", "mmacro2", "mmacro3", _
 "mmacro4", "mmacro5", "mmacro6")
'Run macros
i = 1
mMacro1
i = 2
mMacro2
i = 3
mmacro3
i = 4
mmacro4
i = 5
mmacro5
i = 6
mmacro6
MsgBox Left(s, Len(s) - 1) & " had problems"
Application.ScreenUpdating = True
ErrHandler:
s = s & v(i - 1) & ","
Resume Next

End Sub

Sub mMacro1()
r = 3 / 0
End Sub
Sub mMacro2()
r = 3
End Sub
Sub mmacro3()
r = 4 / 0
End Sub
Sub mmacro4()
r = 4
End Sub
Sub mmacro5()
r = 5 / 0
End Sub
Sub mmacro6()
r = 5
End Sub