If you want traditional black and white effects with black and white film (C-41 or conventional B&W), like increasing contrast between the sky and clouds with a yellow, orange or red filter, then you have to filter on the camera lens (or do something more complicated like selecting out the sky, adjusting the curve for the sky only, and hoping you can get what you want without making it look too obvious). If you want to filter something out, like improving the contrast in a dupe of an old photo by using a filter to match the color of the aged paper base, or lessening the prominence of skin blemishes in a portrait, then it's easiest to do this with a filter on the camera.
If you would rather not use filters on the camera, then shoot color film and convert it to B&W and adjust the three color channels to filter in post.