In wireless sensor networks, filters, which suppress data update reports within predefined error bounds, effectively reduce the traffic volume for continuous data collection. All prior filter designs, however, are stationary in the sense that each filter is attached to a specific sensor node and remains stationary over its lifetime. In this paper, we propose mobile filter, a novel design that explores migration of filters to maximize overall traffic reduction. A mobile filter moves upstream along the data collection path, with its residual size being updated according to the collected data. Intuitively, this migration extracts and relays unused filters, leading to more proactive suppressing of update reports. While extra communications are needed to move filters, we show through probabilistic analysis that the overhead is outrun by the gain from suppressing more data updates.