In photography, the term 'filter' is normally reserved for a device (usually a sheet of glass or plastic) which attenuates (reduces) all or part of the light passing through it.
A Neutral-Density (ND) filter causes an equal reduction across the whole visible spectrum and is used when the light is simply too bright for the camera equipment. Most other filters modify the color or the light in some way, or remove troublesome invisible components.
A UV filter (below) removes ultraviolet light, to prevent haze, but leaves the visible spectrum virtually unchanged.
A polarizing filter (below) removes reflections from water etc. (just like poloarizing sunglasses).
An underwater color-correction filter has a red or orange color to compensate for the blueness of the water; and there are a host of other color-modifying filters for different applications.