I don't believe there is an out-of-the-box way to do this. The easiest thing to do for simple sites is just apply the filter at the Controller level. This is pretty common, and generally it's a good idea to have your own base controller class in case things like this crop up where you want to propagate it to all your controllers. E.g.:
[MyActionFilter]
public class MyBaseController : Controller
{
...
}
public class HomeController : MyBaseController
{
...
}
That being said, here is a blog post showing how you can achieve application wide action filters. Looks like a small amount of work, but perhaps you can use this technique.