Each tag is unique and it is part of only one module. There is no way to get all ContentItems based on one tag between different modules. However you can create a user control that will work with all modules' managers and get items by tag name. This in a way will work like your idea on getting content from different modules by tag name.
Here is a simple how this is done for GenericContent:
sender, EventArgs e)
var contentManager =
var tag = contentManager.GetTag(
var taggedContent = tag.TaggedContent;
You can add the logic for the other modules like News, Blogs, Events etc.
All the best,
the Telerik team