You can have different headers on different worksheets. If you group the
worksheets before printing, the page numbers are continuous. To group
worksheets, click the first tab and then hold down SHIFT whilst clicking the
last. Alternatively (or in addition), hold down CTRL whilst clicking tabs to
toggle the workshets into/out of the selection. Don't forget to ungroup
afterwards, by right clicking any selected tab and using Ungroup Worksheets.