How to link categories

Hi everyone. I am creating a blog of baby stuff that I like — blog.chicababy.com. I’ve been creating parent categories and putting sub-categories under them, but that’s not really what I want. What I’d like to do is have a way of cross-referencing categories. So, for instance, if someone clicked the tag “great gifts”, then I’d like it to say something like “posts with the tag ‘great gifts’ also have these tags (infant, books, etc.)” and allow the users to drill down. This would be much better for me than having a tag “books” under “infant” and another tag “books” under “toddler”. So, someone could click “books”, then click “toddler” to drill down into toddler books.

Does that make sense? Does anyone know if this capability exists?

Thanks soooooooooo much!