I have the below code to open up files with variable file names, due to dates being in them. I personally save each file daily with the date stamp, ie this morning I saved a file with yesterday's date, 4.20.17.

This code will be run every Friday morning, and the goal is to load the last 5 work days' files (last Friday, this Monday, Tues, Wed, Thurs) grab some info out of those files (copy 2 cells from each), paste that info in a new sheet, and finally close each file.

Currently, the code is set to tell me when a file does not exist (for instance, last Friday was Good Friday, so Monday morning, I did not create any file for last Friday), and then ignore and move past that day.

The issue I currently have (besides the code being long and can probably be concatenated) is that a file exists for last Thursday, yet my code tells me there is none. I have been advised that this is because the code is actually looking at today (Thursday) and not a week ago Thursday, where there actually is a file.

Any assistance is appreciated. I removed a few days to make the below code less of a bear to look at, and a sample filename is "Agent Group Daily Summary 4.19.17"

It seems that you want your search to start from yesterday instead of today. If so, you can try changing

ThursdayDate = Format(Date - (Weekday(Date, vbThursday) - 1), "m.d.yy")

into

and generalize it to other week days. In fact what it does now is that when it runs, say, on this Thursday, it looks up for the file of last Thursday...

That a file exists for last Thursday, yet my code tells me there is none

As I explained in the other question you asked yesterday, putting the vbMonday or vbThursday etc in the Format function doesn't magically tell VBA to return that day:

Hint: The vbFriday part of the Weekday function is not magically telling it to get friday's date. It's actually telling it that, for the sake of this function call, consider Friday to be the first day of the week. The Weekday function then returns an integer (the ordinal day of the week) which it subtracts from the Date.

So, you need to go back and understand how those functions work, you can't just dump constants in there willy-nilly without making an effort to understand what they're doing, or why. On that note, you absolutely need to read this and learn how to begin debugging and troubleshooting first. This describes basics of how to step through your code and examine variable's values/etc at runtime. These techniques are foundations you need to work with VBA.

Here is a list of statements available in VBA. This is documentation that explains things like "How to create a loop structure with For/Next, etc."

And you should go back through the dozen or so questions you've asked here, and mark accepted answers for those where an answer has solved your problem. This is just a basic point of etiquette: You've asked 11 questions here and only accepted 1 answer.

Note also that this sort of declaration does not do what you think it does:

Only the last item in each of those statements are strongly typed, the rest are implicitly variant. You should strongly type all variables when possible, e.g.:

And rather than using five different workbook objects (unless you really need 5 workbooks open at once, just use a single workbook object and operate within a loop, opening successive file at each iteration.

Getting to your actual problem:

A function like below will return an array of your date components. This returns the previous 7 days from the FirstDay (which defaults to Friday previous). You can use the Dir function as previously to simply test whether a filename is valid/existing (e.g., Sunday file doesn't exist, etc.), and skip over it if it's not valid.