Nearly there. Use cell arrays for storing your images or a 3d matrix:
thld = 0 : .001 : .5;
for idx = 1:numel(thld)
a{idx} = im2bw(img, thld(idx));
end
or
thld = 0 : .001 : .5;
a = zeros([size(img), numel(thld)]); %better preallocate huge array
for idx = 1:numel(thld)
a(:,:, idx) = im2bw(img, thld(idx));
end
