While either looking at the list of email messages or an individual message, hover your mouse pointer over the sender's name. You'll get a popup card with information on the sender (more if they're in your contacts). Down at the bottom is a link labeled "Emails".
If you click that link it will run a custom search to show you all of the messages where that email address is in either the To: field or the From: field. To wit, it automatically generates a search string for you like this:
from:email@example.com OR to:firstname.lastname@example.org
Unfortunately in the "new" Gmail preview (early 2018), this functionality has been removed, forcing you to put in the search by hand. I hope that they restore it, as I used it quite frequently. Until then, the search string above still obviously works.