People don't generally ask me this question, but I do wind up rolling my eyes a bit when I see how others have solved for the problem of having a multi-item control (Data Table, Gallery, etc.) and they want to include the ability to search, filter, and sort within it.
This isn't so much a problem that others won't figure out on their own, just that I think it isn't obvious how to do it in a reasonably consistent manner that you can use almost everywhere. So I've included a walkthrough below to make it easier to get started.