Filter devices are provided, as well as apparatus, systems and methods for using such filter devices during a medical procedure within a patients body. In one embodiment, a system includes a medical device including a proximal end, a distal end sized for introduction into a body lumen, and a filter device including an elongate member that, itself, includes a proximal end, a distal end, and an expandable filter on the distal. One or more features are provided on the elongate member for engaging an outer surface of the medical device, e.g., to slidably or fixedly mount the filter device onto the medical device.