Open Catalog > Filters and check that the filter is enabled.
For a custom filter, check its source. An attribute must still exist; a metafield must still allow storefront visibility and filtering.
Check that products in the listing have values for the filter. A filter with no matching choices is hidden until there is something to choose.
Clear other selections and check the listing again. Selections in other filters can remove all available choices.
Check your theme's listing settings. Filters must be shown, and the theme must support the selected display style.
A category or collection listing only offers choices found within that listing. Its filters can therefore differ from the full shop. Selected choices stay available to remove even when no products match.
If a saved filter link stops working after its filter is disabled or removed, choose Clear filters and make a new selection.