Filter type gas masks still rely on there being oxygen in the atmospere for you to actually breath once the contaminant gas has been 'caught' by the chemical in the filter.
The self-rescuer that many mines use is basically a gas mask.
It uses a catalyst based filter to turn carbon monoxide into carbon dioxide. The first being deadly in relatively small amounts whereas the second can be breathed in the same small amounts without a problem. You only need to put the rescuer in your mouth and use noseclips because carbon monoxide doesn't affect your eyes like some wartime gases, therefore no full face cover required.