SQL SERVER 2005 Filter

The dirty solution would be: join your arrays, creating comma-delimited lists "TX,NY" and "FORD,"MAZDA"; pass them to the proc.
Then you could do
SELECT * FROM MyTable WHERE State IN (@stateList) AND Car IN (@carList)
declare the @stateList and @carList parameters as NVARCHAR(4000) so you should be good until they are greater than 4000 characters long.

The clean solution would be to pass XML with all the states and cars and parse it in the SP, but I'd try the dirty solution first :)

Interesting, I tired that, this is exactly how I tired to do, passing them in a comma delimited string.
In this situation, I think I can say I passed in to two different varchar, and I tired to use the "IN" command, I thought the reason why I got the error was because SQL Server 200 doesn't like IN anymore.

The best is maybe to create this simple database in SQL only and see it can be worked with this 5 records...You sound like you are sure it would work...
As long as it works...:)

Just for fun, here's my script with dynamic SQL - NOT something I'd like to put on a production system...

DROP TABLE #Test
CREATE TABLE #Test(State CHAR(2), Car VARCHAR(10), City VARCHAR(20))
SET NOCOUNT ON
INSERT INTO #Test VALUES ('TX', 'Ford', 'Houston')
INSERT INTO #Test VALUES ('TX', 'Chevy', 'Dallas')
INSERT INTO #Test VALUES ('LA', 'Mazda', 'New Orleans')
INSERT INTO #Test VALUES ('GA', 'Ford', 'Atlanta')
INSERT INTO #Test VALUES ('NY', 'Ford', 'New York')
DROP PROCEDURE getRecords
GO
CREATE PROCEDURE getRecords(@carList VARCHAR(2000), @stateList VARCHAR(2000))
AS BEGIN
DECLARE @dynamicSQL NVARCHAR(4000)
      SET @dynamicSQL = 'SELECT * FROM #Test WHERE State IN(''' +
      + Replace(@stateList, ',', ''',''') + ''') AND Car IN(''' +
      + Replace(@carList, ',', ''',''') + ''')'
      --PRINT @dynamicSQL
      EXECUTE sp_executesql @dynamicSQL
END
GO
EXEC dbo.getRecords 'Ford,Mazda', 'TX,NY'

Thanks for shraing your script, I also see what you did. I will try at my computer tomorrow..Currently, I am going to wait for other people's inputs, too, in case anybody would like to add.
What would be the best way to solve this?
I am going to put this on our production server, we have some speed problem, too so I'd like to get it in the right way.

Bamboo,
Did you mean you wouldn't put Dynamic SQL solution in production server or you meant you wouldn't put this temporary test (script) at the production server?
If the best way is XML, could you maybe give me a small sample, so that we would done with this? I need to implement something soon.

I see why you said it, dynamic Sql's are slower compare to static ones.

I wouldn't do this crazy string manipulation coupled with dynamic SQL on a production server. Use the link I gave above - he has a good article and a nice function for you to use.