As of I believe SolidWorks 2008 we have had the capability to create a loft and unfold it to its flat pattern.  There are a few requirements.  This 10 minute video maps out the requirements and the how to tutorial on how to use this tool.

Run Time: 10:05

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In case you missed the requirements in the video here they are:

• Only open contours may be used as sketch profiles.
• The gaps in the profiles should be aligned for flat pattern accuracy.
• The sketches cannot contain sharp corners.
• No more than two sketch profiles are allowed.
• Guide curve lofts are not supported.
• Centerline lofts are not supported.

The Design Library contains many pre-made sheet metal parts created with lofted bends.  The parts are located on the "parts\sheetmetal\lofted bends folder.