If you are using Drupal, you can create a View that shows all that data. When you build the View, on the right click Advanced and in Relationships add the CiviCRM tables so you can show both Event & Membership data.
Add the Drupal Views Data Export module so you can download the results and print it.
Under Actions use the Export as CSV for the event and the members reports. Then copy and paste the one list with the other and sort them however you want. I know it is not one simple step within Civi but it should get you what you are looking for.
Check out the Pivot Report extension at
the ReportPlus extension at
Both should give you a way to produce the report you want, I believe.
Craig - it's worse than that: creating two reports with 'Yes' & 'No' will still not give you all the cases if they don't have relationships.
See https://lab.civicrm.org/dev/report/issues/24 and the related PR.