I recently dealt with an issue wherein a user was reporting that they were unable to filter several columns based on the choice values configured for items in several lists. Ordinarily, when you have a column configured to use the ‘Choice’ data type, you are able to filter that column by clicking the arrow next to the column title. When you click the arrow you should be presented with a list of values that you can filter on. These values correspond to the relevant choice that has been entered for each item.
In this instance, the user was not seeing any filterable values in the drop down, even though there were plenty of items with values for this column type.
Solution: If Key Filters are enabled you lose the ability to filter a column by clicking the drop down next to the column name. It is an either or scenario, and it looks like you cannot have both options available at the same time. It turned out that the user had enabled Key Filters for all of the columns that were not filterable by clicking the arrow next to the column name. Key filters appear under the quick launch area of the page.