How do I select items from a table where a single column must contain two (or more) values?
This is the relational division problem and there is a question about it at SO, with a lot of ways to write this query, plus performance analysis for PostgreSQL: How to filter SQL results in a has-many-through relation

Shamelessly copying code form there and removing/changing code for answers that have features lacking from MySQL, like CTEs, EXCEPT, INTERSECT, etc, here are a few ways to do this.

Assumptions:   


the table is called factors  
there is a UNIQUE constraint on (wordid, docid)    
there is a documents and a words table:  


Easy to write, medium efficiency:

-- Query 1 -- by Martin
SELECT d.docid, d.docname
FROM   document d
JOIN   factors f USING (docid)
WHERE  f.wordid IN (2, 4, 5)
GROUP  BY d.docid
HAVING COUNT(*) = 3 ;           -- number of words


Easy to write, medium efficiency:

-- Query 2 -- by Erwin
SELECT d.docid, d.docname
FROM   documents d
JOIN   (
   SELECT docid
   FROM   factors
   WHERE  wordid IN (2, 4, 5)
   GROUP  BY docid
   HAVING COUNT(*) = 3
   ) f USING (docid) ;


More complex to write, very good efficiency in Postgres - probably lousy in MySQL:

-- Query 4 -- by Derek
SELECT d.docid, d.docname
FROM   documents d
WHERE  d.docid IN (SELECT docid FROM factors WHERE wordid = 2)
AND    d.docid IN (SELECT docid FROM factors WHERE wordid = 4);
AND    d.docid IN (SELECT docid FROM factors WHERE wordid = 5);


More complex to write, very good efficiency in Postgres - and probably the same in MySQL:

-- Query 5 -- by Erwin
SELECT d.docid, d.docname
FROM   documents d
WHERE  EXISTS (SELECT * FROM factors 
               WHERE  docid = d.docid AND wordid = 2)
AND    EXISTS (SELECT * FROM factors 
               WHERE  docid = d.docid AND wordid = 4)
AND    EXISTS (SELECT * FROM factors 
               WHERE  docid = d.docid AND wordid = 5) ;


More complex to write, very good efficiency in Postgres - and probably the same in MySQL:

-- Query 6 -- by Sean
SELECT d.docid, d.docname
FROM   documents d
JOIN   factors x ON d.docid = x.docid
JOIN   factors y ON d.docid = y.docid
JOIN   factors z ON d.docid = z.docid
WHERE  x.wordid = 2
AND    y.wordid = 4
AND    z.wordid = 5 ;


Easy to write and extend to an arbitrary set of words but not as efficient as the JOIN and EXISTS solutions:

-- Query 7 -- by ypercube
SELECT d.docid, d.docname
FROM   documents d
WHERE  NOT EXISTS (
   SELECT *
   FROM   words AS w 
   WHERE  w.wordid IN (2, 4, 5)
   AND    NOT EXISTS (
      SELECT *
      FROM   factors AS f 
      WHERE  f.docid = d.docid 
      AND    f.wordid = w.wordid 
      )
   );


Easy to write, not good efficiency:

-- Query 8 -- by ypercube
SELECT d.docid, d.docname
FROM   documents d
WHERE  NOT EXISTS (
   SELECT *
   FROM  (
      SELECT 2 AS wordid UNION  ALL
      SELECT 4 UNION ALL
      SELECT 5
      ) AS w
   WHERE NOT EXISTS (
      SELECT *
      FROM   factors AS f 
      WHERE  f.docid = d.docid 
      AND    f.wordid = w.wordid 
      )
   );


Enjoy testing them :)