Connecting two web parts, so that it will filter the other web part

A few days ago someone asked me a  question  on SharePoint: How do I get a web part to filter another web part? In other words…

I want  to click a link in web part A and it will filter the content of web part B accordingly.

Is there any way to do that?

I then stumbled across this superb video  while searching the solution, apparently is called  targeted filtering.

Looks pretty cool.