As @jthi suggest, broadcast will work well for most red-triangle commands.  In the case of the Local Data Filter, you will get a separate filter for each level.  When you update to JMP 18, look for the changes in the Group Platform.  This adds a "group" red-triangle menu that automatically broadcasts most commands.  For features like the Data Filter and Column Switcher, you will get a single object that operates across the group.  In JMP 17.x you can get similar filter behavior through scripting:
 
dt = Open("$SAMPLE_DATA/Big Class.jmp");
New Window("shared filter",
	Data Filter Context Box(
		HListBox(
			dt << Data Filter(Local, Columns(:age)),
			VListBox(
				dt << Bivariate(X(:height),Y(:weight),By(:sex))
			)
		)
	)
);