Most of the time, the battle is static enough that I can number them on a pad of paper and keep track of it. If I need to, I may put a die down with a unique number of on it that cross references to my paper.
In general, though, I draw critters from a range of figures and if I need to can use the figure to help "index" to the damage, sometimes using a distinguishing figure characteristic. E.g., for three orcs, I might use a figure with an axe, a sword and a mallet. I might then put the hit points under the headings "axe", "sword", and "mallet".
In settings other than 4E (where I will just use a minion for fodder), large amounts of similar troops will just get a d20 by them for use as a damage marker that can follow them around the battlefield.
If you aren't a 4E player, the minion concept is quite portable to any system: they have the attack and defense of a typical bad guy but only one hit point. You hit them, they die. It's a little mechanical but it's so handy a concept, I make wide use of it.