Add games in AttractMode to the filename.tag by setting up a key for Add/Remove Tag. I assume you have already done this if you have those files already.
Then setup a filter for your display called 'Fighting' with the rule 'Tag contains Fighting'. All games that have been added to the Fighting.tag file will be listed
I'm not sure if I understand, but if you have already tagged the games (either in AM, or by manually adding to the list) then you can have multiple tags in the rule, so in your case you would have something like:
Tag equals kof|sf|mk