You can edit the Upcoming Events List javascript to create an Upcoming Event list that will display events in any combination of categories.
In the Upcoming Events List administration page (Admin Menu -> Web Tools) you may see javascript for two or more categories you want to combine. Find the values for each category corresponding to the url variable, &catpermits[]=somenumber
To create the combined Upcoming Event List javascript, insert these values for each category into the javascript. For example:
<script type="text/javascript" src="http://www.calendarwiz.com/calendars/ucfeeder.php?crd=yourcalendaridentifier&catpermits[]=somenumber1&catpermits[]=somenumber2"></script>
Where yourcalendaridentifier is the value for your calendar, somenumber1 is the id number for one category and somenumber2 is the id number for a second category.
Place the javascript into your web page and it will display events for only the selected categories. For more than two categories, just add each category's &catpermits[ ]=somenumber value.