You're most probably referring to close-up "filters" (strictly speaking, they're not just filters but auxiliary lenses). These basically reduce the focusing distance of your lens so that you can move physically closer to your subject and still be able to achieve proper focus. They essentially work the same way as magnifying glasses, so just think of it as putting a magnifying glass in front of your lens. The +1, +2, +4 etc figures are the diopter ratings of the close-up lenses; the higher the number, the greater the reduction in focusing distance. These lenses are mainly used to facilitate close-up and macro photography in the absence of a true macro lens.