This chapter reviews what authors consider to be some of the main classes of nonlinear filters. They have chosen the nonlinear filters to illustrate the wide range of alternatives for solving the filtering problems. After reading this chapter the reader should understand the depth of the filtering problems and the fact that they cannot be solved all at the same time. Without exaggeration one can claim that hundreds of filter classes have been developed and analyzed to some extent. The literature on nonlinear filters is nowadays enormous, and an attempt to do justice to everything would prove futile. Thus, authors restrict discussions to fundamental core material without attempting to cover everything or to be fair to all contributors in the field.