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))
)
)
)
);