What do you mean by mechanical filter? A tuning fork, for instance? What would your method of interfacing be: amp-transducer-filter-transducer-amp? Purpose?
In air-conditioning a damper is a filter
In engins oil is a filter (oil-filter. Sorry, my bad)
Having a sudden stop in a car is a filter (like in brick-wall)
Anything (well most anything) that resonates can be converted into a filter.
There used to be mechanical resonators, but they would be rather rare today
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