The evidence of health benefits of particle filtration in homes and commercial buildings is reviewed. Prior reviews of papers published before 2000 are summarized. The results of 16 more recent intervention studies are compiled and analyzed. Also, reviewed are four studies that modeled health benefits of using filtration to reduce indoor exposures to particles from outdoors. Prior reviews generally concluded that particle filtration is, at best, a source of small improvements in allergy and asthma health effects; however, many early studies had weak designs. A majority of recent intervention studies employed strong designs and more of these studies report statistically significant improvements in health symptoms or objective health outcomes, particularly for subjects with allergies or asthma. The percentage improvement in health outcomes is typically modest, for example, 7% to 25%. Delivery of filtered air to the breathing zone of sleeping allergic or asthmatic persons may be more consistently effective in improving health than room air filtration. Notable are two studies that report statistically significant improvements, with filtration, in markers that predict future adverse coronary events. From modeling, the largest potential benefits of indoor particle filtration may be reductions in morbidity and mortality from reducing indoor exposures to particles from outdoor air.