These filters are glass plates that contain a series of equally spaced high refractive index dielectric layers. The layers reflect light of a particular wavelength, leading to destructive interference, so the reflected and transmitted light are complementary colors. The filter is labeled by the transmitted color, so a red filter transmits red and reflects cyan, a yellow filter reflects blue, a green filter reflects magenta, and a blue filter reflects yellow. To facilitate re-mixing and display, the spacing of the reflective layers in these filters are designed for light incident at 45 degrees.
In the photographs above the direct beam is at the left and the reflected beam is at the right. The reflected beam from the red filter (left) is a bit saturated, so the cyan coloring is not readily visible.