Looks like I wasn't clear in saying what the functionality is.
What my agent does is go through the inbox, and offers to move each email to the last folder it was filed to.
e.g. I might have folders called "Work", "Family" and "Friends" and I'd always file emails from my sisters in "Family". So, if I'd not done my filing in a while, the agent could do it for me, possibly automatically, on the emails that I've read.
It works well for me, as I have around 100 folders, some of them 3 or 4 folders deep, so filing to those deep folders automatically is great.