Issue #9606: Updated documentation for Filter objects.

Doc/library/logging.rst

@@ -2521,6 +2521,13 @@ initialized with the empty string, all events are passed.
       yes. If deemed appropriate, the record may be modified in-place by this
       method.
 
+Note that filters attached to handlers are consulted whenever an event is
+emitted by the handler, whereas filters attached to loggers are consulted
+whenever an event is logged to the handler (using :meth:`debug`, :meth:`info`,
+etc.) This means that events which have been generated by descendant loggers
+will not be filtered by a logger's filter setting, unless the filter has also
+been applied to those descendant loggers.
+
 .. _log-record:
 
 LogRecord Objects