$content = <<<EOF
<a href="http://test.com/666_X.jpg"></a><a href="http://test.com/1001_A.jpg"></a><a href="http://test.com/1002_A.jpg"></a><a href="http://test.com/1003_A.jpg"></a>
EOF;

echo "<PRE>";
preg_match_all("/<a href=\"http:\/\/test.com\/(.*?)_A\.jpg\"><\/a>/", $content, $matches);
print_r($matches);

/*
Export:
<PRE>Array
(
    [0] => Array
        (
            [0] => <a href="http://test.com/666_X.jpg"></a><a href="http://test.com/1001_A.jpg"></a>
            [1] => <a href="http://test.com/1002_A.jpg"></a>
            [2] => <a href="http://test.com/1003_A.jpg"></a>
        )

    [1] => Array
        (
            [0] => 666_X.jpg"></a><a href="http://test.com/1001
            [1] => 1002
            [2] => 1003
        )

)
*/