When calling any import operator (fbx, obj or something), all imported objects are going to be selected (as you may already noticed). To get that selection, you can use bpy.context.selected_objects:
>>> bpy.ops.import_scene.fbx(filepath="/path/to/file/scene-01.fbx")
>>> [o.name for o in bpy.context.selected_objects]
['imported_obj.001', 'imported_obj.002', 'imported_obj.003' ...]
...
Another way would be an iteration through all objects to check their actual select state: imported_objects = [o for o in bpy.context.scene.objects if o.select]
.
In case of importing multiple files, you can just add all the new names to a list (initialized before the loop) since all object names in blender are unique by design:
import bpy
files = (
"/path/to/file/scene-01.fbx",
"/path/to/file/scene-02.fbx",
"/path/to/file/scene-03.fbx"
)
imported_objects = []
for f in files:
bpy.ops.import_scene.fbx(filepath=f)
# Object names
imported_objects += [o.name for o in bpy.context.selected_objects]
# Object data
#imported_objects += bpy.context.selected_objects[:]
print (imported_objects)