Filtering values for GridViewItems
Just a few things from me:


Check the way you name variables.  Local variables by defacto standard are lower case camel.  See here for more details Microsoft naming conventions.

GridViewItems becomes gridViewItems
I personally try to use implicit local variables where the type is obvious.  This is more a personal preference but Microsoft do recommend as well.  See C# coding conventions for more details.
If gridViewItems is going to be assigned to stockrooms immediately, why not just do straight off the cuff?

var gridViewItems = StockRooms.ToList();

I would convert this method into a bunch of smaller functions.  Perhaps something like (excuse any compile options as I could not fully test this code):

void FilterValues()
{
    dgvCompanyProfileDetails.DataSource = null;
    dgvCompanyProfileDetails.Rows.Clear();
    dgvCompanyProfileDetails.DataSource = Filter(StockRooms).ToList();
}

private IEnumerable&lt;SecondaryStockRoomDefenition&gt; Filter(IEnumerable&lt;SecondaryStockRoomDefenition&gt; stockRooms)
{
    // filter the stock rooms on each function call
    stockRooms = FilterStockRooms(stockRooms, cboPrimaryStockRoom, p =&gt; p.PrimaryStockroomCode);
    stockRooms = FilterStockRooms(stockRooms, txtSecondaryStockRoomCode.Text, p =&gt; p.SecondaryStockroomCode);
    stockRooms = FilterStockRooms(stockRooms, txtSecondaryStockRoomName.Text, (p, v) =&gt; p.SecondaryStockroomDescription.Contains(v));
    stockRooms = FilterStockRooms(stockRooms, txtStockRoomLocationCode.Text, p =&gt; p.SecondaryStockroomLocationCode);
    // .. etc

    return stockRooms;
}

private IEnumerable&lt;SecondaryStockRoomDefenition&gt; FilterStockRooms(IEnumerable&lt;SecondaryStockRoomDefenition&gt; rooms, ComboBox combo, Func&lt;SecondaryStockRoomDefenition, string&gt; filter)
{
    var value = combo.SelectedValue.ToString();

    return HasValue(value, "0") ? FilterStockRooms(rooms, v =&gt; filter(v).Equals(value, StringComparison.InvariantCultureIgnoreCase)) : rooms;   
}

private IEnumerable&lt;SecondaryStockRoomDefenition&gt; FilterStockRooms(IEnumerable&lt;SecondaryStockRoomDefenition&gt; rooms, string text, Func&lt;SecondaryStockRoomDefenition, string&gt; filter)
{
    return HasValue(text) ? FilterStockRooms(rooms, v =&gt; filter(v).Equals(text, StringComparison.InvariantCultureIgnoreCase)) : rooms;
}

private IEnumerable&lt;SecondaryStockRoomDefenition&gt; FilterStockRooms(IEnumerable&lt;SecondaryStockRoomDefenition&gt; rooms, string text, Func&lt;SecondaryStockRoomDefenition, string, bool&gt; filter)
{
    return HasValue(text) ? FilterStockRooms(rooms, v =&gt; filter(v, text)) : rooms;
}

// The question marks are because I wasn't sure of the StockRooms type
private IEnumerable&lt;SecondaryStockRoomDefenition&gt; FilterStockRooms(IEnumerable&lt;SecondaryStockRoomDefenition&gt; rooms, Func&lt;SecondaryStockRoomDefenition, bool&gt; filter)
{
    return rooms.Where(p =&gt; p.DeletedSecondaryStockRoom == false &amp;&amp; filter(p));
}

private bool HasValue(string value)
{
    return !string.IsNullOrWhiteSpace(value);
}

private bool HasValue(string value, string compareTo)
{
    return HasValue(value) &amp;&amp; value.Trim() != compareTo;
}