The filter used in an analog to digital converter that is designed to filter all components of the signal that are above the Nyquist frequency in order to prevent aliasing from occurring at the digital sampling stage. Ideally an anti-aliasing filter will be a brick-wall filter, allowing everything under the Nyquist frequency to pass while filtering everything over the Nyquist frequency. Further, this filter would be audibly transparent without inducing any phase shift in the passband. An anti-aliasing filter is needed whenever analog signals are sampled, or when a digital signal is sample rate converted from a high sample rate to a lower sampling rate.
In most A/D converters this is a two step process. There is an initial stage of sampling at a very high rate, at which point an analog anti-aliasing filter is used. The material is then down-sampled to the desired rate (such as the CD rate of 44.1 kHz, for example) where a digital anti-aliasing filter is used to achieve the final result.