How to create a view that searches nodes and users at the same time? I'm creating a custom search to my site using Views.

I want to search both nodes and users at the same time, with exposed filters like this:

[ ] events  
[ ] bands  
[ ] products  
[x] users  


But when creating views I have to specify if I want to list nodes, or users, or files etc.

How can I search through two tables at same time?
You can't really do what you ask the way views is built, not without overriding a lot of classes etc which probably would be more complex than building it all by hand.

A simple workaround would be to create two views and thus have two forms. Then you can show the form for user search when user is selected and node search when one of the node types is selected. That would also allow you to create custom filters for the user/node search, like date posted or last login.

You can use some simple JS to control hide/display of the forms.