I have a minor change to your script. Which will do the job.
Make a file with the listing of the files you want to change. This might be necessary if the directory your 40 files are in has other files that you don't want to change in it.
Make a file with only the filenames of your 40 files in it. Then do the script this way. (with backtics)
for x in `cat filename`
do
sed "s/, LA/,LA/g" $x > temp
cat temp > $x
rm temp
done
By default the 'sed' command will output all lines, even the ones it doesn't modify. If you did only want the lines that you modified to be output use this option 'sed -n ....'. This will suppress all lines that weren't modified.
Now that I think about it, you really don't need the 'rm temp' because your line, "sed "s/, LA/,LA/g" $x > temp", has only the '>' which will overwrite the temp file each time you come thru the 'for loop'.
So this will work as well.
for x in `cat filename`
do
sed "s/, LA/,LA/g" $x > temp
cat temp > $x
done