A self-expanding filter for collecting emboli or thrombi in a vessel of a patient is disclosed. The filter has a tubular filter body that coils or spirals around an outer surface of an adjacently located, independent treatment device in a corkscrew fashion when deployed from a sheath delivery catheter. When fully deployed, an outer surface of the coiled tubular body conforms to the inner wall of the vessel and an inner surface of the coiled tubular body conforms to an outer surface of the treatment device. The treatment device is disposed within a longitudinal opening extending through the expanded, coiled tubular body of the filter during an interventional procedure.