Yes. You can add filters in Projects as well as Tasks, which will remain until you remove them.
Go to the respective view, e.g. “Projects” from the top menu, then select the filter icon on the top-right (close to the “search projects” option).
You can select a filter (e.g. Name for Projects, or for example Status for Tasks) then the Comparison (e.g. "in list" to include multiple values) and finally the values themselves.
This is useful where there is a lot of information, for example in Task views where you want to filter by a specific Status. Equally, the button next to the Filters will order your items by the preferred column, for example based on their Due Date.