You don't say what version of NX, but...
On the selection toolbar is a filter. Set to "Solid bodies"
Now I believe "select all" should work, or drag/rectangle select the entire window?
Or is that not doing what you want?
Production: NX10.0.3.5 MP5 + patch/TC11.2
I'd rather be e-steemed than e-diseaseled
Try using below code, this should give you collection of all bodies(solid and sheet) in the part
BodyCollection bodyObjs = theSession.Parts.Work.Bodies;
I think the BodyCollection will only return bodies that live in the specified part. So if you want the bodies that live in the component, you could cycle for objects of that type, ask if they are occurrences, and if they are, ask for the prototype.
OR...you could walk the assembly tree making each component the work part, and getting the body collection for each component.