Mercury Villager Fuel Filter - AutoZone Order Mercury Villager Fuel Filter online today. Free Same Day Store Pickup. Check out free battery charging and engine diagnostic testing while you are in store. How to Replace the Fuel Filter in Mercury Cars | It Still Runs The Mercury car fuel filter attaches to the fuel line and strains the fuel for any impurities. The fuel is then sent to the fuel injector before it flows into the engine. A clogged or faulty filter can cause dirt to get into the engine, which can cause some serious damage.