When it comes to heating, ventilation, and air conditioning (HVAC) systems, the answer is usually yes: two filters are necessary. Generally, a house will have two air filters in the intake grilles, although the exact number may vary depending on the size of the house or apartment and the number of floors that the central air system needs to support. Heat pumps, in particular, require two types of filters: permanent and temporary. The latter needs to be replaced periodically.
It is important to note that stacking two filters can cause the system to overwork, leading to long-term damage to its components. Additionally, different types of air conditioning units may require the filter to be installed differently. If there is more than one air conditioning system in a house, there will usually be more than one air filter on the roof. Return ventilation filters are recommended as they not only protect the air conditioning equipment but also make the air you breathe cleaner by filtering out various particles.
It is important to replace filters in central air systems as they can restrict air flow too much (CFM) or because they start to not work as well when they let in the very things they are trying to filter if they are not replaced over time. In some cases, a climate control air filter can be found behind a return grille for easy access when it's time to change it. In older homes, especially in northern states and areas of the U. S., many homes don't have a central heating and air conditioning system but instead have individual wall-mounted air conditioning units (or no air conditioning) and a separate oven. If you have both a refrigeration unit (HVAC or AC) and a heating unit (oven), then both often share the same air treatment system. In any case, replacing these filters will be much better than a premature failure of any part of the system.
If desired, an energy consumption monitor such as efergy can be used to quantitatively measure the efficiency of your system with and without the second filter.