This chapter introduces several digital filters useful for sound generation and transformation as well as for production of audio effects. It also argues that the applications of digital filters give rise to new possibilities in creating sound effects, which would be difficult and almost impossible by analog means. The problem of how to eliminate desired frequencies and noise from speech signal is considered first. Then, the effect of delay and echo is investigated, whereby single and multiple echo filters are considered. Comb filter and its modification useful for obtaining a more natural reverberation effect are also considered. Two filters proposed by Schroeder for a realization of the artificial reverberation are also given. Finally, the filters using variable delays to produce flanging and chorus effect and equalizers are described. The authors hope that this introductory text about digital filters will be useful in further investigation and applications of digital filters in generating digital audio effects.