There are a couple of different ways that filters can get stuck - they can cross-thread (especially if you confuse 40.5E with 40.5ES); they can have a lot of friction when the filter bottoms out (I'm guessing this is why Zeiss lenses had knurling), and they can just plain rust together. If it's the second or third, you might have luck tapping the side of the filter lightly with a metal object or sticking the filter in a freezer to break the bond (brass and aluminum don't contract or expand at the same rate, so if you have different metals screwed together this will sometimes work - I suppose that mild heating could do the same thing). Aluminum filter stuck on an aluminum lens, maybe less so.
In the future, I would recommend lubing the filter's threads and its rear rim with pencil lead (graphite). Not enough to flake off onto the front element of the lens but just enough to prevent the filter from getting too cozy with the lens thread.
I have found that with Japanese and German lenses of hard anodized aluminum that B+W brass filters (especially the older front-loading ones) are the things that get stuck the most. I've had the front of a Kobalux 21 and the front barrel of a Hexar AF screw off like this. Hoyas bind the least. Plastic filter rings are actually the best, but you don't often see them on good filters.
Whatever you do, don't distort the filter's front ring because that can make the situation much, much worse.
Dante