Embolic protection devices useful for filtering emboli during interventional cardiac, vascular, or other procedures are described. The device can include first and second expandable mesh filters having open and closed ends. The first filter is attached to a catheter at its closed end. The second filter is attached to a steerable guide wire at its closed end. The second filter includes a cinching wire circumferentially attached to the filter. The filters are deployed in separate vessels, such as the brachiocephalic artery and the left common carotid artery. A procedure is performed, and the filters trap any emboli travelling through the path of the filters. At the end of the procedure, the second filter is closed using the cinching wire, and retracted into the first filter. Both the first and second filters are collapsed into a sheath and removed from the body with along with any emboli trapped in the filters.
