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This article studies the "filter effects" that occur in Web proxy caching hierarchies due to the presence of multiple levels of caches. That is, the presence of one level of cache changes the structural characteristics of the workload presented to the next level of cache, since only the requests that miss in one cache are forwarded to the next cache.Trace-driven simulations, with empirical and synthetic traces, are used to demonstrate the presence and magnitude of the filter effects in a multilevel Web proxy caching hierarchy. Experiments focus on the effects of cache size, cache replacement policy, Zipf slope, and the depth of the Web proxy caching hierarchy.Finally, the article considers novel cache management techniques that can better exploit the changing workload characteristics across a multilevel Web proxy caching hierarchy. Trace-driven simulations are used to evaluate the performance of these approaches. The simulation results demonstrate that size-based partitioning and heterogeneous cache replacement policies each offer improvements in overall caching performance. The sensitivity of the results to the degree of workload overlap among child-level proxy caches is also studied.