2002 was the last year Cadillac put cabin air filters in the Escalade. 2003 and later model Escalade do not have them.
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there are 2 cabin air filters located behind the glove box and there is an access door inside the glove box to get to them
Rear driver side wheel area.
I don't think the Colorado has cabin air filters
No cabin filter on this vehicle. The parts websites will list them. But they are nonexistent.
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Air conditioner filters are available for purchase inexpensively at home improvement stores such as Home Depot, Lowes, and Sears. There are also many websites that exclusively sells them, such as Discount Filters, Factory Direct Filters, Buy Filters and The Air Filter Store.
Many companies manufacture allergy free air filters for different purposes. Some places to look for these products are Filtera, Lowe's, Air Filters Delivered and Clean Air Plus.
under the big black box to the left of the engine
Fuel and air filters.