Вы должны сделать их переменными-членами вместо локальных переменных, например
string strHeaderFileName;
string strHeaderName;
protected void multiFileUpload_FileUploaded(object sender, FileUploadedEventArgs e)
{
// No Loop needed multiFileUpload_FileUploaded will be called for each file uploaded
strHeaderFileName = e.File.FileName;
// Use the filename as the Header Name
strHeaderName = strHeaderFileName.Replace(".jpg", "");
// allow Underscore characters in FileName to become Spaces in the Display Name.
strHeaderName = strHeaderName.Replace("_", " ");
}
protected void btnSave_Click(object sender, EventArgs e)
{
// strHeaderFileName is now accessible here
}