Filey makes you smiley! Filey is a wholly unique, quiet; and quite beautiful, small seaside town on the picturesque North Yorkshire coast. Betwixt it's more famous cousins, Bridlington and Scarborough, it is often-and to it's benefit-overlooked.iley makes you smiley! Filey is a wholly unique, quiet; and quite beautiful, small seaside town on the picturesque North Yorkshire coast. Betwixt it's more famous cousins, Bridlington and Scarborough, it is often-and to it's benefit-overlooked.