This was a little trickier than it initially appeared.
The application actually has a lot of data with 'All' as actual values in the data.
So to really show all the values the code needed to present an 'Any' option and then be able to process that.
Did this successfully so there are now the various values, plus 'All' plus 'Any' for:
Color Depth, Resolution, Browser-Version, OS, Month and Year.
It was helpful that the collection_for_select tags only generate the inner option tags so it's easy to add a single manual option to database generated option tags.
Year didn't have a drop-down at all for 'Any' so this was a big help for that field.