Mine came with the 3 B&W oriented filters (yellow, red, etc.) - I think newer ones come with color-correction filters (81A, etc.). Basically any slim 40.5mm rear-mount filter should work. Polarizers, even... ;-) Agreed that a filter needs to be in place at all times for optical correctness.
most RZ lens numbers start at I think 10000, though 11000 sounds feasible too. They didn't make too many of these, which accounts for the scarcity.