Unless I'm missing it, I don't get how this isn't a thing. I want to filter contacts that we've met at tradeshows this year that work for companies with 200+ employees. I can find the employee number in the company filters, but company data can't be used when trying to narrow down and filter on contacts?? What am I missing? It's no good to have 2 databases (companies and contacts) if they don't talk to each other.
You can use And/Or logic to filter records based on different types of events, activities, objects, enrollments, interactions, lists and import memberships and more. As @franksteiner79 mentioned earlier, simply select the object you want to filter on from the dropdown menu at the top of your filter and use as many combinations as necessary.