Filoviruses belong to the order of negative-stranded non-segmented RNA viruses and are classified into two genera, Ebola and Marburg viruses. They have a characteristic filamentous shape, which is largely determined by the matrix protein VP40. Although VP40 is the main driving force for assembly and budding from the host cell, the production of infectious virus involves an intricate interplay between all viral structural proteins in addition to cellular factors, e.g., those that normally function in multi-vesicular body biogenesis. As a consequence, assembly and budding steps are defined to specific cellular compartments, and the recent progress in understanding how the different components are assembled into stable enveloped virus particles is reviewed.