Terahertz waves with unique spectrum characteristics have provided important applications in cross frontier fields of astronomical observation, interstellar communication and defense security. As one of the key components in the terahertz detection/communication systems, the filter can extract characteristic signals and suppress interference frequencies to improve the target detection performance of the system. In recent years, thanks to the development of the high-precision manufacturing process, some breakthrough results have been achieved in terahertz waveguide filters. And the filters based on different types, structures and processes have been studied. In this review paper, the development status and common problems of terahertz waveguide filters are expounded based on the different processes. The advantages and disadvantages of filters developed by mainstream technologies are also summarized, which can provide a reference for the further development of terahertz waveguide filters with high performance.