Recent observations of an azimuthally distributed array of sub-millimeter size sources of fusion protons and correlation between extreme ultraviolet (XUV) images of filaments with neutron yield in PF-1000 plasma focus have re-kindled interest in their significance. These filaments have been described variously in literature as current filaments and vortex filaments, with very little experimental evidence in support of either nomenclature. This paper provides, for the first time, experimental observations of filaments on a table-top plasma focus device using three techniques: framing photography of visible self-luminosity from the plasma, schlieren photography, and interferometry. Quantitative evaluation of density profile of filaments from interferometry reveals that their radius closely agrees with the collision-less ion skin depth. This is a signature of relaxed state of a Hall fluid, which has significant mass flow with equipartition between kinetic and magnetic energy, supporting the "vortex filament" description. This interpretation is consistent with empirical evidence of an efficient energy concentration mechanism inferred from nuclear reaction yields. (C) 2014 AIP Publishing LLC.