Does anyone know how to get the create a Saved Search to link back the Credit Memo to a Sales Order? We want to display a field on our SO that have the total amount of credits that have been applied to it. Since credits are only applied to Invoices there is not a direct link from a Credit Memo to a Sales Order. Was wondering if anyone came up with a search to solve this?

Try using join of applied to transaction because invoice is created from sales order. May need to define applied to transaction type in the criteria. I remember doing something like that long ago. You may have to play with it a bit.