Set up smart mailbox to hold all messages to AND from a particular person I want a smart mailbox that will display all the emails sent to me by a particular person as well as all the emails I've sent them.

I assumed that setting the rules to be 

Contains messages that match ANY of the following;
From Is Equal To Person
Any Recipient Is Equal To Person


but all I get is messages from Person.

This doesn't do the trick so what am I missing? Shouldn't it return any emails sent from Person and any emails wherein Person is a recipient?
For both rules, change this portion:

Is Equal To


to this:

Contains


Utilizing Is Equal To requires an exact match against whatever you trying to match. Depending on how Mail is looking at a recipient's address, it may include brackets around it and/or include the person's name, in addition to the actual email address. These strings wouldn't match just the email address, obviously. Using Contains instead allows it to match the string you know should be there - the email address - no matter what Mail is actually matching against.