Well, depending on what you mean by a filter....

After decades of using various "household" vacuum cleaners which were a pain to maneuver, loud, clunky, poor suction, and seemed to clog every 5 minutes, I went out and bought, for the house......a shop vac.
I found out you can get not only the larger hose attachments that come with it,
but regular vacuum cleaner size hoses, they fit too, with regular size attachments, which ARE easier to use in the house.
The plus of a shop vac is it does not clog, as a rule, it has enough power to suck up the cat, yet if I want to retrieve the ink pen it ate, I just have to lift off the lid and reach down into the cavernous belly of it.
Also it holds a LOT of suck up stuff.
Yes, it has a filter. I take it outside and empty the belly into a big garbage bag,
use a brush to clean off the filter, ( stand upwind) pop it back together, and good to go.
Bought it in 2003. Never have changed the filter. I think it is the regular Sears shop vac..it was cheap, I remember.
Nice little wheels that follow me around, I named mine R2D2.

Best yet, it sucks up the carport crap, and once has been used to suck up water.
plus apparently I can use it to blow leaves around, tho I have not tried that. Yet.