I take it you are a mobile only player?
Desktop mode has the ability to select by continents to narrow down the area.
Also with a high command subscription you can filter provinces by the buildings present.
Additionally if you hold Ctrl and the right mouse button you can draw a shadow loop on the map which will select all the provinces within the loop. Usually works best to draw more of a triangle than a circle. This same motion without the ctrl key held will select units in the loop.