In the Cuffdiff outputs I can see the FPKM of each gene in the groups, but how can I get the FPKM of each gene in each one of the samples in the groups???
As juafonso_bio has already found out, the FPKM values in the output of Cuffdiff can be found in the file genes.read_group_tracking.
The replicates are identified by numbers, starting at 0.
The correspondance between the replicate number and the sample name can be found in the file read_groups.info.

Here is an example.

    -bash-4.1$ more genes.read_group_tracking 
    tracking_id	condition	replicate	raw_frags	internal_scaled_frags	external_scaled_frags	FPKM	effective_length	status
    ENSMUSG00000000001	shCas1	2	8025	6474.79	6474.79	56.6616	-	OK
    ENSMUSG00000000001	shCas1	0	6508	6724.17	6724.17	58.844	-	OK
    ENSMUSG00000000001	shCas1	1	4740	5932.42	5932.42	51.9153	-	OK
    ENSMUSG00000000001	shRnf2_388	0	7579	7162.23	7162.23	62.6775	-	OK
    ENSMUSG00000000001	shRnf2_388	1	6783	7142.23	7142.23	62.5025	-	OK
    ENSMUSG00000000001	shRnf2_388	2	7982	6855.53	6855.53	59.9935	-	OK
    ENSMUSG00000000001	Casz1v2	0	7719	8440.91	8440.91	73.8673	-	OK
    ENSMUSG00000000001	Casz1v2	1	6487	7135.16	7135.16	62.4406	-	OK
    ENSMUSG00000000001	Casz1v2	2	7712	7013.6	7013.6	61.3768	-	OK
    ENSMUSG00000000001	pSiren	1	6116	6064.53	6064.53	53.0714	-	OK
    ENSMUSG00000000001	pSiren	0	7557	6877.29	6877.29	60.1839	-	OK
    ENSMUSG00000000001	pSiren	2	6151	6762.49	6762.49	59.1793	-	OK

    -bash-4.1$ more read_groups.info 
    file	condition	replicate_num	total_mass	norm_mass	internal_scale	external_scale
    ../../results/tophat/shCas1_1/accepted_hits.bam	shCas1	0	3.24875e+07	3.5031e+07	0.967852	1
    ../../results/tophat/shCas1_2/accepted_hits.bam	shCas1	1	2.96395e+07	3.5031e+07	0.798999	1
    ../../results/tophat/shCas1_3/accepted_hits.bam	shCas1	2	4.18947e+07	3.5031e+07	1.23942	1
    ../../results/tophat/shRnf2_388_1/accepted_hits.bam	shRnf2_388	0	3.64417e+07	3.5031e+07	1.05819	1
    ../../results/tophat/shRnf2_388_2/accepted_hits.bam	shRnf2_388	1	3.28269e+07	3.5031e+07	0.949703	1
    ../../results/tophat/shRnf2_388_3/accepted_hits.bam	shRnf2_388	2	4.05007e+07	3.5031e+07	1.16432	1
    ../../results/tophat/Casz1v2_1/accepted_hits.bam	Casz1v2	0	3.22445e+07	3.5031e+07	0.914475	1
    ../../results/tophat/Casz1v2_2/accepted_hits.bam	Casz1v2	1	3.26844e+07	3.5031e+07	0.909159	1
    ../../results/tophat/Casz1v2_3/accepted_hits.bam	Casz1v2	2	3.91855e+07	3.5031e+07	1.09958	1
    ../../results/tophat/pSiren_1/accepted_hits.bam	pSiren	0	3.79887e+07	3.5031e+07	1.09883	1
    ../../results/tophat/pSiren_2/accepted_hits.bam	pSiren	1	3.63825e+07	3.5031e+07	1.00849	1
    ../../results/tophat/pSiren_3/accepted_hits.bam	pSiren	2	3.15436e+07	3.5031e+07	0.909576	1
