SNR in analog and digital domain
In the digital domain a higher sampling will have a better SNR


No, that's not the case.

In fact, if you oversample a bandlimited signal, you don't get overproportionally more signal power than you get more noise power, but as long as you don't use perfect filters which don't exist, you do see more noise, introduced at every step of the analog-to-digital conversion.

You can get an improved SNR from an oversampled signal. But it's not due to higher sampling, but due to processing gain of what you you do with the sampled signal.


  Similarly does a narrow filter give a better SNR in analog domain?


If you assume your noise has a wider bandwidth than your signal, then quite directly follows that the less bandwidth that contains only noise you let through, the better your SNR gets. 

Don't forget that SNR is usually just a "helper figure", not inherently something you care about without looking at what has happened to your signal. For example, inevitably, very narrow analog filters have very nonlinear phase, which leads to very strong distortion of the signal's phase. At the end you might have a very good SNR, which only compares powers of signal to noise, but your signal might still be very, very broken.


  Once analog signal is converted into digital signal can SNR be increased? By using a digital filter?


That is one way of achieving processing gain as outlined above, yes. So, no, your higher-sampled signal doesn't have better SNR, your digitally postprocessed signal has.