I’m a late responder because I found this topic after responding to @JoelAnderson’s great post in a more recent topic and then looking at Joel’s other top posts.
This has been a much-needed feature in Finder. For now I do it in Leap.app, where it’s easy to do such multiple operations with tags.
This used to be possible in Finder. In Mavericks, you could do a Spotlight search from the Finder toolbar, with the search scope set to the whole computer, and the search results would include items in Mail (and I think most of the other Apple apps), which could then be tagged and would appear in subsequent searches for that tag with the search scope set to the whole computer (or in saved searches for the same). So this feature request is, in part, request for a “feature resurrection”!