Is this possible?

I have a data extraction I am reducing by filtering though it is 3 million lines long and 345Mb so won't fit on one worksheet. Excel is actually managing this large file well but remembering what I'm filtering is not possible and fishing for the same info again on each sheet is tedious. Is there a way I can look on one sheet and filter all sheets?

I suppose ultimately, the drop down filter would list the fields on all sheets then something omitted from the first sheet would be included.

When I have shrunk it down to a suitable size, I will copy the exposed data to a fresh and somewhat smaller file.

A macro to do this makes me nervous as it's man-made and not as systematic as the excel filtering, I don;t want to miss anything.