A rapid exchange sheath comprising an elongate tubular member (10), a guidewire (21), and support wire (32). The guidewire passes through a first opening (21) at a distal end of the tubular member and a second opening (16) a short distance proximal from the distal end. The support wire is received in a lumen (11) of the tubular member, or, in certain embodiments, extends proximally through a third opening a short distance proximal form the distal end. The support wire (32) is adapted to receive an endoluminal medical device such as an expandable filter at a distal end. Methods of using the sheaths for deploying and/or exchanging medical device(s) in a patients vessel are also disclosed.