A filter is a circuit which filters out certain parts of the frequency spectrum of the incoming spectrum.
Filters are named by the spectrum they cut out or pass through:
Every filter typically has a well defined Cutoff Frequency – this is the area around which the Filter starts to act.
Sometimes this area is higher than the rest, this is called "Resonance":
There are many different ways to build a filter, each with its own unique character.
See the Doepfer A-124 Wasp Filter in this youtube video
See the Doepfer A-106-5 SEM Filter in this youtube video
See the Polivoks VCF in this youtube video