Well, not sure what you are wanting to do, but when we install a speaker and lets say there is too much bass going through the speaker, we would, depending on the application, add a capacitor inline on the speaker wire. Normally we dont use caps, as most new radios, have bass control and settings on them.
But to answer your question, I am quessing you can use capacitors or coils depending what you want to take away.
The way sound works is through a "sine" wave, which resembles rippling on water the up and down waves, the stronger wave, louder music the higher the sine wave.
A capacitor actually cuts or "clips" a certain hertz from the sine wave, lets see to keep it simple image a sine wave 1 Inch tall. and the capacitor is installed. Depending on the frequency desired, lets say it takes half the sine waves away completely, so the top half of the sine wave is gone and the music associated with that missing clip wouldnt play at all.
but you may not miss the lost sound with everything else, playing.