You may want to try using the chapterbib package. (There's also the bibunits package, but since you state that your chapters are contained in separate .tex files, it may be easiest to proceed with the chapterbib package.) This package is designed to create bibliographies separately for each chapter, regardless of the number of bib files you have.
The following MWE demonstrates the usage of this package with a very basic setup. It loads the packages natbib, chapterbib, hyperref, and backref as well as the bibliography style file plainnat.bst. The file demo.bib contains:
@article{abadir:1993a,
author = "Karim M. Abadir",
title = "{OLS} bias in a nonstationary autoregression",
journal = "Econometric Theory",
year = 1993,
volume = 9,
number = 1,
pages = "81--93"
}
The "chapter" files demo-1.tex, demo-2.tex, and demo-3.tex each contain (they're identical):
\chapter{Hello}
\citet{abadir:1993a}\clearpage\citet{abadir:1993a}
\bibliographystyle{plainnat}
\bibliography{demo}
(Note that each chapter issues two citation calls.) The overall driver file, demo.tex, contains:
\documentclass{book}
\usepackage{natbib,chapterbib,hyperref,backref}
\begin{document}
\include{demo-1}
\include{demo-2}
\include{demo-3}
\end{document}
Run (pdf)latex twice on demo.tex; run bibtex once each on demo1.tex, demo2.tex, and demo3.tex; and run (pdf)latex twice more on demo.tex. The compiled document, demo.pdf, should contain 11 pages (4 pages each for chapters 1 and 2, and 3 pages for chapter 3). The typeset bibliography of chapter 3, on page 11, looks like this:

The back references for the bibliographies of chapters 1 and 2 should be "pages 1, 2" and "pages 5, 6", respectively.
You can, of course, adjust the appearance of the back references; see the manual of the backref package for details.
main.bibfile, then from the example you've provided, in Chapter 2 you will get the page numbers 15 and 20 being back-referenced as well. – yCalleecharan Nov 26 '11 at 06:13biblatexis the best way. The documentation is very long but in section 3.10.3 Multiple Bibliographies you find an example which explains the syntax. I don't want to copy and paste the solution. – Marco Daniel Nov 26 '11 at 10:29possibleis used ;-). The next one --biblatexis a package which also works with the bibtex. Up to now nobody knows what the op uses. – Marco Daniel Nov 26 '11 at 13:06possible. But, given that the OP used the word "BibTeX" in the very first sentence, I was placing (possiblyinappropriately) low odds on thepossibilitythat he/she was looking for a biblatex solution. ;-) – Mico Nov 26 '11 at 15:03.bibfile, but doesn't generate spurious additional back references. :-) – Mico Nov 26 '11 at 15:05