I don't think this is simple task, at least I don't know of a super quick and easy way. You could create a render layer for each object, or more likely create a pass contribution map for each object (can't remember the details for the latter, so you'll have to do some googling). Then when you render you will get an image for each and you can open all the images as layers into PS (there's a built in script for this: File > Scripts > Load files into stack) I believe.