SalesForce API 14.0 is adding support for semi-joins and anti-joins, e.g.:
SELECT Id, Name
WHERE Id IN
(SELECT AccountId FROM Opportunity WHERE StageName = 'Closed Lost')
Supporting pushdown in these situations could improve query performance dramatically in some cases.
It appears that the API puts a number of odd restrictions on the use of these "joins", which may make the implementation difficult.
See http://www.salesforce.com/us/developer/docs/api/index.htm for details (search the index for SOQL select).