High Efficiency Particulate Air (HEPA) is a level of filtration we love to have in our furnace filters, air purifiers, and vacuums. A HEPA certified filter must filter out 99.97 of particles 0.3 microns or larger. To put this into real-life terms, a human blood cell is 5 microns, a human hair is roughly 75 microns thick, and most bacteria falls into the 0.2-3 micron range. We are dealing with microscopic particles, the kind that can't always be seen with the naked eye.
There is a distinction to be made: Only "Sealed HEPA" or "True HEPA" labeled vacuums guarantee that 100% of the air taken into the vacuum passes through the HEPA filter. Worse filtering machines will claim "HEPA-like" or "Allergy Filter", be careful and know what you're buying.
Unfortunately, there is a lot of tricky marketing around HEPA filtration and vacuums. Some machines feature a HEPA exhaust filter but are not HEPA vacuums. They do not account for all of the debris that leaks out of the machine before the air is finally pushed out of the exhaust filter. This is the case for 95% of "HEPA vacuums" on the market, and is an especially troubling issue with bagless vacuums. A good rule of thumb is to never buy a bagless machine if you're concerned with the air quality coming out of the vacuum.
Miele Uprights, Miele C2 & C3 canisters are some of the best filtering vacuums that utilize sealed systems. They are the only machines with all three HEPA certifications: HEPA filter, HEPA bags, and HEPA Machine! This is an important thing to know for buyers looking for a machine to use in a home with allergy or asthma sufferers. The pictures below show the airflow in these Miele machines.