This scenario is not automatically supported in RadGrid. Still, it can be implemented by modifying the RadGrid.MasterTableView.FilterExpression
to form a custom filter expression that will filter the grid data as required.
You can find attached a small ASPX form you can run locally. I use a GridBoundColumn with a CheckBoxList in the FilterTemplate. I manually build the grid filter expression, pass it to the grid and rebind. Check it out.
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