This isn't something that is needed for most threads as they only go a few pages; however, those threads really aren't that important any way if they are that short. This is a feature request for the huge threads, most of which contain valuable information dispersed inside a bunch of posts and trying to find a specific post for a specific user is nearly impossible without reading all 200 pages of a thread and hoping you didn't miss it.
For example in the ongoing low testosterone thread someone else is experiencing the same problems with the same treatment that I was one. He was asking for insight from people with experience. The thread has been going on for over 7 years and has over 200 pages of posts. I started posting about that treatment 6 years ago and posted for 4 years before changing the treatment. Even if I wanted to direct the guy to the general page number it would be of little use. However, if there was a "filter this thread for this poster" button, it would show him only my posts and quickly let him skim the data.
The same goes for threads on breaking news events, DIY threads, build threads, political threads, legal threads...etc. For example in NOLO's court case thread it would be great to filter just on his name and read on his posts from start to finish to see how the entire scenario played out and get all the information. In his thread the only official statements will be posted by him. In the testosterone thread there are dozens of people who have posted great information from personal experience who aren't the OP.
There is already the option that highlights the OP's post in yellow, which is a great help. This would be along the same lines but the filter could apply to any user that posted.