View Mail Threads Across Multiple Folders

I organize my mail in Mail.app in folders named for the sender. So all email sent to me by Jim, for instance, goes in the "Jim" folder, and all email sent to me by Gina goes to my "Gina" folder. Sometimes, however, I want to view a thread that involved both Gina and Jim, but now, since they've been filed away in separate folders, the thread is broken. Or so it would seem. Actually, if I command-click the Gina and Jim folders, they are presented as one, and as long as "Organize by Thread" is ticked, I can view my Gina/Jim thread. A bonus: if I command-click my sent folder, my responses are included in the thread as well.