Yes, you must submit a Form I-864, Affidavit of Support, for each intending immigrant you are sponsoring. You may submit photocopies if you are sponsoring more than one intending immigrant listed on the same affidavit of support.
Separate affidavits of support are required for intending immigrants for whom different Form I-130 family-based petitions were filed. For instance, if you are sponsoring both parents, each will need an original affidavit of support and accompanying documentation since you were required to submit separate Form I-130 visa petitions for each parent. Often a spouse or minor children obtain visas or adjust status as dependents of a relative, based on the same visa petition. If you are sponsoring such dependents, you only need to provide a photocopy of the original Form I-864, as long as these dependents are immigrating at the same time as the principal immigrant or within six months of the time he or she immigrates to the United States. You do not need to provide copies of the supporting documents for each of the photocopied Form I-864s.