I usually do mine every oil change or 8 -10 Thousand miles.
In dusty conditions, or with extensive idling replace fuel filters every 15,000 miles.
If it has a replaceable filter replace it every 50,000 miles.
The fuel filter.
Whenever it gets dirty.
If it is replaceable then replace it every 75,000 miles.
Every 15,000 miles.
It is suggested that the filter be replaced every 8-12 months
Modern Diesel cars often have a diesel particle filter (DPF) installed in the exhaust to trap fine soot particles and stop them getting into the athmosphere.
Check it at each oil change, and replace when dirty.
Every 15,000 miles is what the factory recommends.
The filter is located in the pump outlet pipe above the fuel tank. Most often the tank needs to be lowered to replace the filter.
One every month if you have allergies.