Sometimes. But depends on the mode. Differential mode can be attenuated by across-the-line capacitors, given that the wiring is good enough. (There's a fair amount of lead length between breakers and buses inside a typical panel for example, but it would be good enough to permit reasonable filtering in the <10MHz range, say.)
Common mode, is the wires with respect to free space, or ground. So it needs to be filtered with respect to ground, which assumes both that adding such impedance is acceptable, and that a good enough ground is available.
Impedance might not be acceptable, because mains is subject to surges of 2.5kV or more. High rated parts are required, which greatly penalizes the large values needed to affect good filtering, without using a lot of series impedance (i.e. filter inductance). It might not be acceptable anyway due to ground leakage currents (though doing this in the panel may be a lot more acceptable).
And filter inductances are penalized for being bulky, expensive, and, I mean it's just another expense really, but the fact that it's a ball of wire that needs to be rated for fault current, really means it's going to be sized for the breaker it's wired to and that's just not feasible in a modular panel system.
Anyway, all of this is fairly beside the point, as:
1. It's the common mode that radiates, and all that wiring is straight up antennas going everywhere;
2. Such a system affords no filtering for external radiated noise, received by the wiring. (So, if you live under a commercial broadcast antenna, or your neighbor is blasting too much CB -- or happens to be a licensed ham but your equipment is just more susceptible than it ought to be, it can't do much about that.)
Tim