You can specify "all" (MCI_ALL_DEVICE_ID) as a device identifier for any command that does not return information. When you specify "all", MCI sends the command sequentially to all devices opened by the current application.
For example, the close "all" command closes all open devices and the play "all" command starts playing all devices opened by the application. Because MCI sequentially sends the commands to the MCI devices, there is an interval between when the first and last devices receive the command.
Using "all" is a convenient way to broadcast a command to all your devices, but you should not rely on it to synchronize devices; the timing between messages can vary.