Hi Mike, do you mean "dimensions" instead of "measures"? Countries, for instance, would most certainly be dimensions and not measures.
To combine multiple countries (from one dimension) into a region, you can use Groups. Right-click the country dimension and go to Create > Group. Then, you can group them together in the dialog that pops up.
To combine multiple different dimensions together, you can select them (hold down CTRL) and then right-click and choose Create > Combined Field.
The items I want to combine to make a filter with are not the countries, they are measures. For example, I have measures for Self Awareness and Strategic Perspective. What I want to do is make a drop down that includes both those measures, so then I pick one, the map will change to show the counts for the measure I pick. Make sense?
Yes, that makes sense. There are a couple ways you can do this.
One, you could use Measure Names and Measure Values. If you right-click Measure Names and click "Show Filter", you can filter in measure in your data source. Changing the quick filter to a single-value list may help here. Then, you would put Measure Values into one of your marks in the map.
Alternatively, you could create a string parameter that would allow your users to pick which measure they want to display. Then, you could create a calculated field that picks the appropriate measure based on the parameter value, probably using a CASE...WHEN structure.