Isso funciona bem:

WITH 
  SET [AllCountries] AS [Country].[Country].MEMBERS 
  SET [AllStates]    AS [State-Province].[State-Province].MEMBERS 
  SET [Top2States] AS 
    Generate
    (
      [AllCountries]
     ,TopCount
      (
        (EXISTING 
          [AllStates])
       ,3
       ,[Measures].[Internet Order Count]
      )
    ) 
  MEMBER [State-Province].[All].[RestOfCountry] AS 
    Aggregate({(EXISTING {[AllStates]} - [Top2States])}) 
SELECT 
  {[Measures].[Internet Order Count]} ON COLUMNS
 ,{
      [AllCountries]
    * 
      {
        [State-Province].[All]
       ,[Top2States]
       ,[State-Province].[All].[RestOfCountry]
      }
  } ON ROWS
FROM [Adventure Works];

oEXISTING palavra-chave ajuda muito.

Se as duas hierarquiasON ROWS não são da mesma dimensão, da maneira que os países e estados estão acima, temos algo parecido com o seguinte:

WITH 
  SET [AllCountries] AS [Country].[Country].MEMBERS 
  SET [AllCats]      AS [Product].[Category].[Category].MEMBERS 
  SET [Top5Cats] AS 
    Generate
    (
      [AllCountries]
     ,TopCount
      (
        (EXISTING 
          [AllCats])
       ,5
       ,[Measures].[Internet Order Count]
      )
    ) 
  MEMBER [Product].[Category].[All].[RestOfProds] AS 
    Aggregate({(EXISTING {[AllCats]} - [Top5Cats])}) 
SELECT 
  {[Measures].[Internet Order Count]} ON COLUMNS
 ,{
      [AllCountries]
    * 
      {
        [Product].[Category].[All]
       ,[Top5Cats]
       ,[Product].[Category].[All].[RestOfCountry]

      }
  } ON ROWS
FROM [Adventure Works];

Você pode ver nos resultados acima que o mesmo conjunto de categorias é repetido em cada país, na mesma ordem, ou seja, o mecanismo não encontra a contagem superior por país.EXISTING agora é redundante.

Como podemos adaptar o segundo script acima para que ele tenha funcionalidade semelhante ao script superior?

Editar

Um exemplo melhor é o seguinte, usando Produto. É como se o mecanismo estivesse encontrando oTopCount para Todos os países e, em seguida, colocando o mesmo conjunto em cada país. Eu gostaria doTopCount para cada país:

WITH 
  SET [AllCountries] AS 
    [Country].[Country].MEMBERS 
  SET [AllProds] AS 
    [Product].[Product].[Product].MEMBERS 
  SET [Top5Prods] AS 
    Generate
    (
      [AllCountries]
     ,TopCount
      (
        (EXISTING 
          [AllProds])
       ,5
       ,[Measures].[Internet Order Count]
      )
    ) 
  MEMBER [Product].[Product].[All].[RestOfProds] AS 
    Aggregate({(EXISTING {[AllProds]} - [Top5Prods])}) 
SELECT 
  {[Measures].[Internet Order Count]} ON COLUMNS
 ,NON EMPTY 
    {
        [AllCountries]
      * 
        {
          [Product].[Product].[All]
         ,[Top5Prods]
         ,[Product].[Product].[All].[RestOfProds]
        }
    } ON ROWS
FROM [Adventure Works];

Edit2

Esta é a versão mais recente através das idéias de Sourav - infelizmente os membros RestOfProds não estão funcionando corretamente:

WITH 
  SET [AllCountries] AS 
    [Country].[Country].MEMBERS 
  SET [AllProds] AS 
    [Product].[Product].[Product].MEMBERS 
  SET [Top5Prods] AS 
    Generate
    (
      [AllCountries] AS a
     ,
        {
            (
              a.Current
             ,[Product].[Product].[All]
            )
          + 
            //The top x prods
            TopCount
            (
              NonEmpty
              (
                a.Current * [AllProds]
               ,[Measures].[Internet Sales Amount]
              )
             ,5
             ,[Measures].[Internet Sales Amount]
            )
        }
    ) 
  SET [RestOfProds] AS 
    Extract
    (
      {[AllCountries] * [AllProds]} - [Top5Prods]
     ,[Product].[Product]
    ) 
  MEMBER [Product].[Product].[All].[RestOfProds] AS 
    Aggregate([RestOfProds]) 
SELECT 
  {[Measures].[Internet Sales Amount]} ON COLUMNS
 ,{
    [Top5Prods]
   ,
    [AllCountries] * [Product].[Product].[All].[RestOfProds]
  } ON ROWS
FROM [Adventure Works];

Edit3

A seguir, a ordem correta para que o membroRestOfProds sempre segue os respectivos top 5

WITH 
  SET [AllCountries] AS 
    [Country].[Country].MEMBERS 
  SET [AllProds] AS 
    [Product].[Product].[Product].MEMBERS 
  SET [Top5Prods] AS 
    Generate
    (
      [AllCountries] AS a
     ,{
        //The top x prods
        TopCount
        (
          NonEmpty
          (
            a.Current * [AllProds]
           ,[Measures].[Internet Sales Amount]
          )
         ,5
         ,[Measures].[Internet Sales Amount]
        )
      }
    ) 
  MEMBER [Product].[Product].[All].[RestOfProds] AS 
    Aggregate([Country].CurrentMember * [AllProds] - [Top5Prods]) 
SELECT 
  {[Measures].[Internet Sales Amount]} ON COLUMNS
 ,Generate
  (
    [AllCountries] AS X
   ,
      Order
      (
        Intersect
        (
          X.CurrentMember * [AllProds]
         ,[Top5Prods]
        )
       ,[Measures].[Internet Sales Amount]
       ,bdesc
      )
    + 
      {X.CurrentMember * {[Product].[Product].[All].[RestOfProds]}}
  ) ON ROWS
FROM [Adventure Works];

Edit4

A seguir, a ordem correta para que o membroRestOfProds sempre segue o respectivo top 5 + eu adicionei um conjunto adicional nas linhas:

WITH 
  SET [2months] AS 
    {
      [Date].[Calendar].[Month].&[2007]&[9]
     ,[Date].[Calendar].[Month].&[2007]&[10]
    } 
  SET [AllCountries] AS 
    [Country].[Country].MEMBERS 
  SET [MthsCountries] AS 
    [2months] * [AllCountries] 
  SET [AllProds] AS 
    [Product].[Product].[Product].MEMBERS 
  SET [Top5Prods] AS 
    Generate
    (
      [MthsCountries] AS A
     ,{
        //The top x prods
        TopCount
        (
          NonEmpty
          (
            A.Current * [AllProds]
           ,[Measures].[Internet Sales Amount]
          )
         ,5
         ,[Measures].[Internet Sales Amount]
        )
      }
    ) 
  MEMBER [Product].[Product].[All].[RestOfProds] AS 
    Aggregate
    (
        ([Date].[Calendar].CurrentMember,[Country].CurrentMember) * [AllProds]
      - 
        [Top5Prods]
    ) 
SELECT 
  {[Measures].[Internet Sales Amount]} ON COLUMNS
 ,Generate
  (
    [MthsCountries] AS X
   ,
      Order
      (
        Intersect
        (
          X.Current * [AllProds]
         ,[Top5Prods]
        )
       ,[Measures].[Internet Sales Amount]
       ,bdesc
      )
    + 
      {X.Current * {[Product].[Product].[All].[RestOfProds]}}
  ) ON ROWS
FROM [Adventure Works];