Jquery Datatable already provides individual column filters. However, we can leverage that to create our custom filter that works similar to Excel filter.
Fully functional web data grids with multi column sorting, filtering and pagination using JQuery based data table plugin and.Net generic handlers
MVC HtmlHelper class used in conjunction with a JQuery plugin to generate a custom select control that provides complex property postback, keyboard filtering of items, grouped and hierarchical displays, optional AJAX loading and CSS...
This article gives an overview of using jQuery DataTables with custom filters for client side processing.
Description how to implement advanced column filtering using JQuery DataTables