Filtering Capacitors before the fuse or after the fuse while limiting inrush current?
Ask yourself - if the capacitor fails short circuit, how will the fuse protect against overcurrent (fire, etc)?

That dictates the correct placement of fuse and capacitor.

(I have no problem with Michael's excellent answer, but I wanted to highlight the most important point more clearly. Not just for this example, but thinking about circuits in general.)

If the capacitor is large enough for inrush current to be a problem, then a slower blowing fuse would be needed - or some alternative soft-start circuit (e.g. a current limit in the 12V supply.)