How do I get diffs of all the files in a pending Perforce changelist?

Shelve the changes in the pending changelist, then run

p4 describe -S -du 999

The easiest way is in p4v or p4win, but that's not what you were asking about.

Try this:

p4 opened -c 999 | awk 'BEGIN { FS = "#" } // { print "p4 diff " $1 }' | csh

You, of course, need to make sure that the sub shell has p4 in its path, and $P4CLIENT, etc... are all set up.