Using subsearches to find loosely related events

The number of use cases for subsearches in the real world might be small, but for those situations where they can be applied, subsearches can be a magic bullet. Let's look at an example and then talk about some rules.

Subsearch

Let's start with these events:

2012-04-20 13:07:03 msgid=123456 from=[e-mail]
2012-04-20 13:07:04 msgid=654321 from=[e-mail]
2012-04-20 13:07:05 msgid=123456 to=[e-mail]
2012-04-20 13:07:06 msgid=234567 from=[e-mail]
2012-04-20 13:07:07 msgid=234567 to=[e-mail]
2012-04-20 13:07:08 msgid=654321 to=[e-mail]

From these events, let's find out who mary has sent messages to. In these events, we see that the from and to values are in different entries. We could use stats to pull these events together, and then filter the resulting rows, like this:

sourcetype=mail to OR from
  | stats values(from) as from values(to) as to by msgid 
  | search from=[e-mail]

The problem...