Assuming you are not selecting individual records using the select records action, the default behavior should result in a single report with all the records that match your list tab criteria. For example, the out of the box woprint.rptdesign (Work Order Details) will create a page per work order (up to the limit specified which is 50 by default, though can be extended). There is also a list report that will take into account your entire where clause and display on the report.
I assume you are running a custom report that has other restrictions (limiting to 1 record being returned for example) or it wasn't implemented correctly to support multiple records being returned. I would try with an out of the box report, potentially in another application, since some customers replace the out of the box report rather than create a new cloned report.