For shaping a component of a smoke filter, a rod of the material to be shaped and a heated former are relatively moved in contact with each other, in an arcuate path, in a direction transverse to the longitudinal axis of the rod, whereby an impression, for example an annular or helical groove, is produced in the rod by the former. For the said relative movement, the rod may be supported at the periphery of a rotor, while the former comprises a heated arcuate stator element or elements projecting inwardly towards the rotor. The rod may be turned about its axis during the relative movement, for example by a pair of rollers by which it is supported at the periphery of the rotor. A surface or surfaces bounding the impression, for example the bottom surface of a groove, may be sealed, during the shaping operation, so as to be smoke-impervious.