SSRS Multi Selection Parameter

Steps:

1. Open Report Data (Menu - View > Report Data)                             
2. Right click on required parameter and Select Parameter Properties
3. Properties window will open

     

1. Check Allow multiple values and click on OK 
2. To get Comma Separated display of multiple values selected for a parameter: 
3. Right click / double click on Placement Holder in design tab of report
4. Enter the following formula:
5. =join(Parameters!<parameter_Name>,",")
6. Header in report