While trying to translate the <Any> string in Views, locale returned the error "unsupported HTML".
A quick workaround is to switch from <Any> to -Any-; There is an option available under the Views Tools tab just for that.
The string "-Any-" is translatable, so from this point on it is easy to search for the string "-Any-" in locale search. If it is not found, you would probably need to check that you typed Any in the search form (case sensitive!).
Once found, it is easy to enter the required translation.