MDX To Filter Out All System Unknowns

There may be multiple Unknown’s within a given hierarchy, but they are all descendants of the hierarchy’s top-level unknown member.  Thus we can use the Descendants function to get a set of all unknown members within the hierarchy, and then the Except function to filter them out:

SELECT … ON 0,
       Except([dimension].[hierarchy].…,
              Descendants([dimension].[hierarchy].UnknownMember))
       ON 1
FROM [cube_name]