pylint is first and foremost a command line tool for code analysis. You can simply run it on a module from the command line and it will generate a whole report with every error/warning within the project.
I don't know if such feature exists from within sublime text but this is not something you will use often. I simply use the command line about once a week to check if I didn't miss anything.
I also use a SublimeTODO plugin, which basically analyses the code looking for TODO comments. Unlike sublimelint, it does generate a report for all the open files or files within a project.