Filey is a small town and civil parish in North Yorkshire, England. Historically part of the East Riding of Yorkshire, it is part of the borough of Scarborough between Scarborough and Bridlington on the North Sea coast. Although it was a fishing village, it has a large beach and became a popular tourist resort.iley has a railway station on the Yorkshire Coast Line. A second station at Filey Holiday Camp railway station to the south of the town served the former Butlins holiday camp. The camp has been re-developed into a 600-home holiday housing development, The Bay Filey.