The API has incredible functionality for query/results within the nested US Census Bureau Geography (e.g. getting data for all the tracts in a county or all the block groups within a track).
However, it does not appear to support queries that run across the same geography very well.
For instance It does not appear to allow me to query the same parameter (e.g. race) in Tract A within County B and Tract C within County D.
In using the API, it does not appear to recognize two items in the "in" statement. So for instance in=state:04,05&for=county:* will only return AZ counties, not AZ & AR counties.