Passing multiple values for a single parameter in Reporting Services

Although John Sansom's solution works, there's another way to do this, without having to use a potentially inefficient scalar valued UDF. In the SSRS report, on the parameters tab of the query definition, set the parameter value to

=join(Parameters!<your param name>.Value,",")

In your query, you can then reference the value like so:

where yourColumn in (@<your param name>)

This is what I use when passing a multi-select param to another multi-select param.

=SPLIT(JOIN(Parameters!<your param name>.Value,","),",")