The default behavior of WordPress is to pull the union of multiple categories rather than the intersection. So, for example,
?cat=3,4 will show all items tagged to categories three and four. I think most people would expect this to be the reverse.
iSusi from Korea has a nice little plugin to fix this. InterCat sets the default behavior to generate, without additional joins, intersected category lists. Great for using WordPress to publish select streams of data to different sites.
Also of note: Olivier Crête’s Intersect Plugin