Just to mention that I uploaded a video showing how to
search for arbitrary text matching a given style (i.e.,
emphasized, boldface, section headings, ...):

  http://it.youtube.com/watch?v=0MR_O1ctIAY

This video has been captured by using the current
lyx-advsearch branch, exploiting the regular expression
capability of the feature.

Also, what is shown in the other two videos (captured using
an outdated LyX release):

  http://de.youtube.com/watch?v=JxjMVvn7d3M
  http://de.youtube.com/watch?v=Qqwwhu4VkGw

now works with the current lyx-advsearch branch.

Bye,

    T.