An inductor does not "select or block certain frequencies". The voltage across it is the negated time-derivative of the current applied to it multiplied by a constant (the inductivity).
The negated time-derivative of sin(2 pi f t) is - 2 pi f cos(2 pi f t), so you get a phase shift of 90 degrees, and a frequency-dependent factor of - 2 pi f.
Taken together, one calls this a complex impedance of 2 pi j f L (j being the engineers' name for sqrt(-1) as i is already taken for currents).
This just favors admitting higher frequencies but does not single out any frequency. To actually single out frequencies, you need to combine the inductor with other components. Resistors are always involved in real circuits (any non-superconducting elements have finite resistance). But to get actual selectivity with passive components, you need to work with capacitors as well.
If you put an inductor and a capacitor in series, there will be one frequency where the voltages across both capacitor and inductor, given the same current, will just cancel out. This will effectively form a shortcircuit for this frequency, admitting arbitrary currents for a small applied voltage, basically only limited by parasitic resistance. The individual voltages across inductor and capacitor will still be large, requiring them to be specified accordingly.
Similarly, if you put an inductor and a capacitor in parallel, there will be one frequency where the currents across both capacitor and inductor, given the same voltage, will just cancel out. This will effectively block currents for this frequency. Again, inductor and capacitor will still have to withstand the current through the individual components even though the net current will be almost zero.
Filters specialized on a single frequency (either admitting or blocking it) can be made very selective with few components as long as those components are close to ideal capacitors/inductors without large parasitic resistances. However, crossover networks (like used in loudspeakers) have a whole passband and stopband rather than single frequencies to be let through or blocked. In this situation, you'll need more components for sharper transitions, regardless of the components' quality.
For HF filtering purposes, the inductors are the most conspicuous components and those that are used for tuning the filters (by screwing the ferrit core further in or out). But they won't do the trick without accompanying capacitors either.