I found this by accident while trying to find a target for a broken alias. While browsing the file system in an File » Open dialog box, pressing Command-R will open (and bring to the front) a new Finder window showing the chosen item's folder in the Finder. Note that you must have a file or folder selected in the dialog box for this to work. Curiously, the File » Save dialog box also tries to perform this behavior, but only switches to the Finder without the desired folder appearing in a new window. Presumably this is because you cannot select a file in the Save dialog box.

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