Higher-order (Butterworth) filters
When a filter is used, we usually design a specific sort of filter: low pass, high pass, or bandpass.  That design assumes an ideal filter that has unity gain in the passband and zero gain in the stop band.

Low order filters to not approximate that "brickwall" very well.  Higher order filters do better.

See this page, which has this diagram showing the ideal lowpass filter and how higher orders approximate it better.