First of all, the demo at  http://demos.jquerymobile.com/1.4.5/selectmenu-custom-filter/  throws an error for the long list example.

2. // After the dialog is closed, the form containing the filter input is returned to the popup.
3.     .on( "pagecontainerhide", function( event, data ) {
4.         var listview, form;
5.         // We only handle the disappearance of a dialog generated by a filterable selectmenu
6.         if ( !pageIsSelectmenuDialog( data.toPage ) ) {
7.             return;
8.         }
9.         listview = data.prevPage.jqmData( "listview" ), //THIS IS UNDEFINED
10.         form = listview.jqmData( "filter-form" );
11.         // Put the form back in the popup. It goes ahead of the listview.
12.         listview.before( form );
13.     });

I fix this by using this instead:

2. .on( "pagecontainerhide", function( event, data ) {
3.                 var listview, form;
4.                 
5.                 if ( !fPageIsSelectmenuDialog( data.prevPage ) ) {
6.                     return;
7.                 }
8.                 listview = data.prevPage.jqmData( "listview" );
9.                 if(listview)
10.                 {
11.                     form     = listview.jqmData( "filter-form" );
12.                     listview.before( form );
13.                 }
14.             });

But then I have another problem. If you use the filter, then close the selectmenu and open it again. Clear the filter input, the list is truncated and wrongly positioned.

Am I missing something here?