The tenth month of the Shire Calendar, approximately equivalent to modern October (in fact running from 22 September to 21 October on a modern calendar).
The element '-filth' in Winterfilth doesn't have any connection to the modern sense of the word, as in 'dirty' or 'foul' (though it was said that the Bree-hobbits weren't above making a joke of the apparent connection). Actually, it derives from Old English fylleth, a word meaning something like 'fullness' or 'completion'. Exactly what this meant in the context of a month-name isn't certain, but Tolkien's own suggestion was that it referred to the ending of the preceding year after harvest-time, and the beginning of the new year with the onset of winter. Another interpretation was that it referred to the prominent full Moon of this month, commonly known as the Hunter's Moon.