When I go out for a shoot, I often shoot photos that I'd like saved in multiple folders on the SD card, so that I can figure out later what's what.
For example, if I go out to shoot trains, in the time between two trains coming by, I might try out an experiment, such as shooting the same thing with different apertures or lenses. When I return, I don't want all these photos mixed together, because I won't know which photo is for which purpose, and likely delete some of them thinking, "Why did I take eight photos of exactly the same scene?"
Another example is when traveling. I might spend a couple of weeks in another country, and I usually leave my laptop at home, so I don't want to return with thousands of photos, which becomes a pain to sort through. Instead, I'd rather create folders of each place I go to then and there. Keep in mind that I might go to a park a couple of times, so the park photos won't all be together when sorted by date. So it becomes a pain to find them out when they're mixed together with all the other photos.
My camera, a Sony NEX-5R, does support a "Create folder" menu option, but that just creates a folder with a useless name like 104558, mixed together with a dozen folders automatically created by the camera, so this is not useful.
I considered carrying multiple SD cards, but it's not convenient to swap cards when I'm outdoors in an unforgiving environment, and it's like to cause more harm (losing a card) than good.
Is there any other solution to this problem?