Is there a way to combine information about campaigns (program names) with the information found in email performance reports and opportunity measures (e.g. closed won, lost, total opportunities) in Revenue Explorer?
Yes, use the Program Opp report. But if you aren't using Program Statuses, then it's not terribly helpful regarding emails.
You can sift data in Email Analysis by Tags, but not opp data.
So what are you trying to dig into exactly?
Retrieving data ...