$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);