Probably creating a smart list with a filter "Opened Email" and specific "Email Is" - click the green plus sign, and then "Select All". Delete the filter that's defaulted there "Date of Activity". See if that gives you the list you're hoping for.
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Actually what Rebekah suggests will bring up leads who opened at least ONE of the emails listed. That plus sign is OR.
if you wanted a list of leads who Opened all of your emails, you would need a lot of filters that said Email IS X and Email is Y..,..
I suspect you have sent a lot of emails, so this seems like an unnecessary list pull given that Opened is unreliable.