A retrieval device for removing filter devices from body cavities is provided. The retrieval device comprises at least an outer sheath, a first inner sheath, and a retrieval coil configured to coil around the outer surface of a filter device to initiate retraction. In a preferred embodiment, a second inner sheath is also provided. The two inner sheaths are configured to be slideable within the outer sheath. The second inner sheath contains a snaring wire. The snaring wire and the retrieval coil collaborate to dislodge a filter device from the vasculature, then the entire assembly is retracted and withdrawn. Particularly, the combined actions of the snaring wire and the retrieval coil facilitate the removal of filter devices that have become tilted or misaligned during deployment or treatment.