Why doesn't the search textbox return searches from all the different Stack Exchange sites? There are so many of the Stack Exchange sites that are very similar, for example a question may have been answered under Server Fault, but the user is looking under Ubuntu because they happen to have an Ubuntu server?
You can search across all sites at http://stackexchange.com.
The reason that search doesn't return results from all Stack Exchange sites is because there are many site-specific operators in search. For example, I may search for
user:22656 on Stack Overflow to see Jon Skeet's posts. However, user 22656 on other sites is a different person, or may even not exist. Also, when searching a site, for example, cnn.com, it is traditional and expected on the internet to only get results from CNN, and not other Time Warner properties, and a departure from that standard tends to throw people off.
It should be noted that, for example, a question from English.SE should probably not appear on searches from, say Ask Ubuntu (although I can't easily think of one that would).
Given that, however, it would be nice if questions could be tagged as spanning multiple sites. So the question being referred to in the request could be tagged as ubuntu on Server Fault, and should show up on Ask Ubuntu.
Also, as waiwai933 pointed out, user queries cannot (or should not) span multiple sites, but in this case would be unaffected, since the search engine would only look at questions tagged with a specific tag.
The more I think about it, the more I realize that it could be a great feature. Maybe add a section below regular results, or even a "search all Stack Exchange sites" option...
EDIT: Okay, I see that the Stack Exchange search box says that. I should have said "search all Stack Exchange sites for related questions"
I really don't know how to phrase it, but the general idea is that searching for servers on ubuntu will also search for ubuntu on Server Fault. Searching for programming on Ask Different will also search for mac and iphone on Stack Overflow. etc. etc.