We are using a door schedule which filters doors by Level. We have several linked files, which have some doors as well. Once you click in the "Include elements in linked files", in the Fields Tab of the Schedule Properties, the Level parameter disappears from the list of available parameters in the Filter Tab.... This means that you cannot filter by Level if you are trying to schedule elements in linked files.
Most likely, there is a way to use some other parameter by which you can filter your doors, but this introduces a new item in the list of human-driven errors that your project will have.

The reason why Revit behaves in this way (at least in Revit 2009), quite obviously, is that Levels in linked models may not match Levels in the host model, even if they are called in the same way. In other words, two models with the same identical set of levels, may still be nested in a way that make the levels not match.
Still, one would have hoped that Revit would allow you to "calibrate", or "register", the levels of nested models, so that scheduling elements by Level would be possible. In a similar way in which you can map phases, actually.

I will check on 2010 and 2011, but if someone has some good workaround, or suggestions on this topic, please, feel free to comment...

Have you ever demolished a door? I bet you did. What Revit does, is to automatically create an infill which replaces the opening in the wall. This is great, also considering that the infill will properly show as "New" and the rest of the wall "Existing", and setting up construction plans is a breeze.
Now, if you have more than two phases, and you are trying to show those infills as new, in a phase in the future of when you demo'd the element, then Revit will "see" both the (E) wall and the automatic infill as "Existing". Then, no matter what phase filter you apply, there will be no way to show the infill different from the wall. In other words, they will blend together.
This is an example when you would really use phases for the in-fills, which also makes practical sense because if a contractor removes an existing door, it does not mean that he will immediately frame and fill the opening. The in-fill may actually be built any other phase in the future...
The only work around I found is the old trick of the overlapping plan views. You need to create another plan view, where everything is off except your in-fills. Then set the phase filter to display them black, and overlap this plan on your new floor plan view. At least, after the initial setup, everything will be fully BIM intelligent.