On our own team, we have found X-ReviewBoard-ShipIt very useful for picking out e-mails that contain actionable content (i.e. [Ship It]). In our group, the next most actionable content is "someone has commented on code / someone has responded to comments"
Now that we have X-ReviewBoard-ShipIt and X-ReviewBoard-ShipIt-Only to help filter [Ship It] messages, I figure it makes sense to add something like X-ReviewBoard-Conversation for those who want to filter specifically for messages containing review responses (or other conversation).
If there were something like X-ReviewBoard-Conversation or X-ReviewBoard-Comments to mark when a conversation is taking place (as opposed to just an updated diff/description, etc.) that would cover all of our most common e-mail filter requests.

Added a unit test for X-ReviewBoard-Conversation
If anyone has tips on the best way to test review open/close or replies that would be greatly appreciated. I'd love to unit test those too (although this code is running live-patched on our team's server full-time and works fine for us)