Give each MovieClip a name:
for(var i:int=0; i<numClips;i++)
{
var myClip:MovieClip = new MovieClip();
myClip.name = "myClip"+i;
myClip.addEventListener(MouseEvent.CLICK, cHandler);
}
function cHandler(event:MouseEvent):void
{
trace(event.currentTarget.name);
}