Supersymmetry (SUSY), or Bose-Fermi symmetry, is an attempt to provide a unified description of all of the fundamental interactions. Although originally introduced in the quantum field theory context, it was noted by Witten that the understanding of certain features of SUSY was simpler in the quantum mechanical setting. Some aspects of the vast subject of supersymmetric quantum mechanics, and the supersymmetric Fokker-Planck equation, of relavance to continuous-time nonlinear filtering theory are briefly reviewed. The applicability of certain remarkable results in supersymmetric quantum mechanics to nonlinear filtering is noted and illustrated with a few examples.