2003 Ford Thunderbird Cabin filter location

The filter is located just in front of the windshield under the cowl grille on the passenger side of the vehicle.
This description is straight from the manual under climate controls (page 42) in the vehicle manual (why someone thought it was a good idea there I do not know) and doesn't help completely you have to unclip the cowling from under the hood to get to the filter mounting. Be careful because when you release all this the rubber seal for the windshield comes loose and come away from the glass, make sure its all back in place otherwise you will get leaks in wet weather.