Without this ability, the new "OR" Filters are nearly useless...
It's common for us to cut wall elevations outside of the Wall (so that we can see the CMU coursing, which is on the face of the Material). However, we want to also see the concrete elements shaded gray (as if cut). To do this we use a Filter that catches all Walls, Framing, Columns, & Floors with Structural Material = Concrete...
This works fine for most cases, but I just noticed a view with Slab Edges (which we rarely use) shown white (unfilled). Unfortunately, simply checking the "Slab Edges" subcategory of Floors will NOT work, since they have a "Material" (not "Structural Material") property - you get a "The selected set of categories requires that the filter criteria be reset." error.
As a result, we still need two separate Filters...
EDIT: See also Make a common "Material" property