Go to any German or Czech brewpub and one of their chief offerings will almost certainly be one or more unfiltered lagers. They are often quite murky. I don't mind that if it tastes good and you can still see through it. I do draw the line at thick yeasty soup.
Something I have been wondering for a while is why lager apparently needs to be filtered to get it clear. Real ale usually drops bright after just a few weeks, so why does lager still have to be filtered after weeks or months of cold conditioning?