#include <boost/preprocessor/iteration/local.hpp>

template<int> struct sample;

#define BOOST_PP_LOCAL_MACRO(n) /* ... */ \
   template<> struct sample<n> {          \
      enum { value = n };                 \
   };                                     \
   /**/

#define BOOST_PP_LOCAL_LIMITS (1, 5)

#include BOOST_PP_LOCAL_ITERATE()
/* expands to...

template<> struct sample<1> { enum { value = 1 }; };
template<> struct sample<2> { enum { value = 2 }; };
template<> struct sample<3> { enum { value = 3 }; };
template<> struct sample<4> { enum { value = 4 }; };
template<> struct sample<5> { enum { value = 5 }; };
*/