High efficiency particulate air filters will trap up to 99 of all particles in the air making them ideal for allergy and asthma sufferers.
Air filter hvac unit.
However if your system is not designed for that kind of filtration it can force your hvac to work harder and drive up your energy costs.
For vertical units you can find the air filter either on the bottom or the top of the unit.
For other units you can find the filter behind the air grill in the wall.
Horizontal hvac units will often have the air filter somewhere on the side of the unit at the air intake portion of the unit.