Memorize and combine block selection

There should be a way to combine and save the different selections between blocks. Let me explain with my website as an example :

Main menu is the style menu : nightlife / lifestyle / fashion
I have blocks :
-Town which contain a list of Town
-Place which contain a list of bar or clubs
-Datte which should organize the content by datte

I created all those category with the category module, then organized them in blocks or menu.
I associate each node to one style, one town, one club or bar and one date. It means many categories will have the same content.

How to use those blocks to filter my content ?

When we click on the main menu, for example: Nightlife, we should see all nodes which belongs to this category.
Then if we click on a link of a the block called Town, for example : San Francisco , we should see only the nodes belonging to NIghtlife AND San Francisco.
Then, if we click of the Datte block, January for example, we should see all the Nightlife AND San Francisco nodes belonging to January.

For the moment, if i use the Nightlife menu and then click on the San francisco link, i only see the San francisco nodes, the Nightlife selection disappear... Any idea on how to manage this ? it seems not that easy