Dark matter filament is a term for a feature of dark matter that astronomers expect to find, consisting of lengthy volumes of dark matter forming thread-like structures interconnecting places in the universe where dark matter is dense. The latter are presumed to be the locations of galaxy clusters and galaxies. I believe the concept stems from (or, at minimum, was highly supported by) the results of cosmological simulations that simulate the process of dark matter redistribution throughout the history of the universe: given the expected initial distribution and simulating the effects of gravity and dark energy, points of high density nicely corresponding to galaxies and galaxy clusters evolve, along with these dark matter filaments. The term cosmic web has been used for the structure of the universe consisting of these points and filaments of high density.
Since this revelation from simulations, there have been efforts to find evidence of them. Given that they produce no electromagnetic radiation, and are presumed to be less dense than dark matter halos, detection is a challenge. On smaller scales, groupings of stars within galaxy halos such as stellar streams are of interest. On a larger scale have been efforts to find the effects of the gravitational lensing which would be less pronounced than those of galaxies and galaxy clusters. On very large scales, galaxy filaments are considered to result from and constitute evidence for dark matter filaments.