Is there a such thing as an "IDE" type program for random files?

A little background...

I work for a medical management group and part of my job requires me troubleshooting errors with insurance claims submissions.

To troubleshoot an error I could have open a Python script that converts files to the proper format, our claim format specification (Excel spreadsheet), the insurance company's claim format specification (PDF file... Word doc... whatever), the claim file as generated by our system (text file), and the report from the insurance company (text file)...

I may get all of these files open, do some research, and then place a support call to the insurance company, or whatever. Then I'm on to something else and close all of these files.

Whenever I get a call back from the insurance company, or pick back up on the case later one I'm all over the place to re-open all of these files. I'm good at keeping things organzied into directories by ticket, but it still is just a pain.

Is there anything that will allow me to create a "project" so that I just open it and it automatically opens all of the other files in their proper software?

Has anyone heard of such and animal or have any ideas?