Are 5" thick filters for furnace/Central AC still available?
The thicker the filter, the more area can be created within the filter by folding the filter materials into baffles. This creates a very high efficiency filter, but I don't think I've ever seen one this thick stocked in a store. I'm sure you could resize the opening for a thinner filter, but if it was my choice, I'd order the thicker ones online.

The same thing happens in other places, e.g. high efficiency toilets have a larger flapper than what is typically stocked in stores, which will make getting replacement parts a pain.