The filter is inside the tranny.
I went to my local Oil place a while back and was told my tranny fluid is dirty @ 30K miles..Which I found weird.

They wanted to charge me 109.00 bucks to change the oil since they use a "special machine " to flush it out.

**** that.....I went to Honda bought 5 quarts of ATF fluid.
Jacked up the car, drained the shit and filled it back up.

No problems. ( didnt have a problem even before changing it )
Driven down to Miami and back like 5 times with the same tranny fluid. Now I have 60k.