collcell package:
You can use the collcell package to process an entry based on the column type. Below I have defined the L column type applied this to the first column which, in this example, changes the text color to red.

If you want to apply the same macro to each column use the L column type for that column. You can also define additional column types and apply different macros to cells in different columns.
\documentclass{standalone}
\usepackage{xcolor}
\usepackage{collcell}
\newcommand{\MyCommand}[1]{\textcolor{red}{#1}}
\newcolumntype{L}{>{\collectcell\MyCommand}{l}<{\endcollectcell}}
\begin{document}
\begin{tabular}{L | l}
entry & entry \
entry & entry
\end{tabular}
\end{document}
array package:
If you want to apply a macro that does not need access to the cell contents you can simply use the array package and don't need collcell.

\documentclass{standalone}
\usepackage{array}
\newcolumntype{L}{>{\begin{math}}l<{\end{math}}}%
\begin{document}
\begin{tabular}{L | l}
entry & entry \
entry & entry
\end{tabular}
\end{document}
Macro To Process Each Row:
Alternatively, if you want you could add a macro for each row and apply the particular commands within that macro:

\documentclass{standalone}
\usepackage{xcolor}
\newcommand{\MyCommand}[2]{\textcolor{red}{#1}&\textcolor{blue}{#2}}
\begin{document}
\begin{tabular}{l | l}
\MyCommand{entry}{entry} \
\MyCommand{entry}{entry}
\end{tabular}
\end{document}
arraypackage documentation. – Alan Munn Dec 21 '11 at 20:16arraypackage allows for custom column types, but don't think it provides any way to apply a macro to each cell of a table. That is whatcollcellis for. – Peter Grill Dec 21 '11 at 20:25>{}<{}syntax of column specification in thearraypackages allows this. There may be some cases for whichcollcellis necessary, but for most casesarrayis sufficient. I've never usedcollcell, yet I have plenty of custom column types with macros applied. – Alan Munn Dec 21 '11 at 20:30newcolumtypefrom thearraypacakge, but I don't think you can access the cell contents so you can apply simple formatting commands only. For example, if you want to examine the cell contents as in a tabular how to left align ignoring minus signs you would needcollcel. But if you the macro you want to apply does not need access to the cell contents thenarraywould suffice. I read the question assuming the more complex case. – Peter Grill Dec 21 '11 at 20:41