filter out multiple criteria using excel vba

I think (from experimenting - MSDN is unhelpful here) that there is no direct way of doing this. Setting Criteria1 to an Array is equivalent to using the tick boxes in the dropdown - as you say it will only filter a list based on items that match one of those in the array.

Interestingly, if you have the literal values "<>A" and "<>B" in the list and filter on these the macro recorder comes up with

Range.AutoFilter Field:=1, Criteria1:="=<>A", Operator:=xlOr, Criteria2:="=<>B"

which works. But if you then have the literal value "<>C" as well and you filter for all three (using tick boxes) while recording a macro, the macro recorder replicates precisely your code which then fails with an error. I guess I'd call that a bug - there are filters you can do using the UI which you can't do with VBA.

Anyway, back to your problem. It is possible to filter values not equal to some criteria, but only up to two values which doesn't work for you:

Range("$A$1:$A$9").AutoFilter Field:=1, Criteria1:="<>A", Criteria2:="<>B", Operator:=xlAnd

There are a couple of workarounds possible depending on the exact problem:

1. Use a "helper column" with a formula in column B and then filter on that - e.g. =ISNUMBER(A2) or =NOT(A2="A", A2="B", A2="C") then filter on TRUE
2. If you can't add a column, use autofilter with Criteria1:=">-65535" (or a suitable number lower than any you expect) which will filter out non-numeric values - assuming this is what you want
3. Write a VBA sub to hide rows (not exactly the same as an autofilter but it may suffice depending on your needs).

For example:

Public Sub hideABCRows(rangeToFilter As Range)
  Dim oCurrentCell As Range
  On Error GoTo errHandler

  Application.ScreenUpdating = False
  For Each oCurrentCell In rangeToFilter.Cells
    If oCurrentCell.Value = "A" Or oCurrentCell.Value = "B" Or oCurrentCell.Value = "C" Then
      oCurrentCell.EntireRow.Hidden = True
    End If
  Next oCurrentCell

  Application.ScreenUpdating = True
  Exit Sub

errHandler:
    Application.ScreenUpdating = True
End Sub

I don't have found any solution on Internet, so I have implemented one.

The Autofilter code with criteria is then

iColNumber = 1
Dim aFilterValueArray() As Variant
Call ConstructFilterValueArray(aFilterValueArray, iColNumber, Array("A", "B", "C"))

ActiveSheet.range(sRange).AutoFilter Field:=iColNumber _
    , Criteria1:=aFilterValueArray _
    , Operator:=xlFilterValues

In fact, the ConstructFilterValueArray() method (not function) get all distinct values that it found in a specific column and remove all values present in last argument.

The VBA code of this method is

'************************************************************
'* ConstructFilterValueArray()
'************************************************************

Sub ConstructFilterValueArray(a() As Variant, iCol As Integer, aRemoveArray As Variant)

    Dim aValue As New Collection
    Call GetDistinctColumnValue(aValue, iCol)
    Call RemoveValueList(aValue, aRemoveArray)
    Call CollectionToArray(a, aValue)

End Sub

'************************************************************
'* GetDistinctColumnValue()
'************************************************************

Sub GetDistinctColumnValue(ByRef aValue As Collection, iCol As Integer)

    Dim sValue As String

    iEmptyValueCount = 0
    iLastRow = ActiveSheet.UsedRange.Rows.Count

    Dim oSheet: Set oSheet = Sheets("X")

    Sheets("Data")
        .range(Cells(1, iCol), Cells(iLastRow, iCol)) _
            .AdvancedFilter Action:=xlFilterCopy _
                          , CopyToRange:=oSheet.range("A1") _
                          , Unique:=True

    iRow = 2
    Do While True
        sValue = Trim(oSheet.Cells(iRow, 1))
        If sValue = "" Then
            If iEmptyValueCount > 0 Then
                Exit Do
            End If
            iEmptyValueCount = iEmptyValueCount + 1
        End If

        aValue.Add sValue
        iRow = iRow + 1
    Loop

End Sub

'************************************************************
'* RemoveValueList()
'************************************************************

Sub RemoveValueList(ByRef aValue As Collection, aRemoveArray As Variant)

    For i = LBound(aRemoveArray) To UBound(aRemoveArray)
        sValue = aRemoveArray(i)
        iMax = aValue.Count
        For j = iMax To 0 Step -1
            If aValue(j) = sValue Then
                aValue.Remove (j)
                Exit For
            End If
        Next j
     Next i

End Sub

'************************************************************
'* CollectionToArray()
'************************************************************

Sub CollectionToArray(a() As Variant, c As Collection)

    iSize = c.Count - 1
    ReDim a(iSize)

    For i = 0 To iSize
        a(i) = c.Item(i + 1)
    Next

End Sub

This code can certainly be improved in returning an Array of String but working with Array in VBA is not easy.

CAUTION: this code work only if you define a sheet named X because CopyToRange parameter used in AdvancedFilter() need an Excel Range !

It's a shame that Microfsoft doesn't have implemented this solution in adding simply a new enum as xlNotFilterValues ! ... or xlRegexMatch !