There is no physical embodiment, it's a description of the frequency response. Abstract.
An all-pole filter simply means its transfer function is of the form: H(s) = 1 / [ (s/w1 - 1) * (s/w2 - 1) * ... * (s/wn - 1) ], i.e., the numerator is constant.
A filter with zeroes will have, well, zeroes (notches) at certain frequencies. The elliptical filter is a pole-zero filter, meaning it has notches in the stop band.
Examples of all-pole systems are simple transmission line* structures, and most filter designs (any that do not have zeroes (notches) in their response).
Examples of pole-zero systems include phase or amplitude equalization networks (i.e., there is a modest boost or cut over a limited frequency range), overlapping transmission line structures (you can think of a flat solenoid inductor as a parallel-wire transmission line, looped in on itself, so that each turn acts as a transmission line against the turn near it, but the turns are also connected by the delay of that transmission line), etc.
*A transmission line is a continuous element, which cannot be expressed as a finite, rational network (i.e., lumped L and C). It can be approximated by an LC network, but only up to a cutoff frequency. An ideal transmission line has infinite bandwidth, so requires an infinitely long LC network with infinite cutoff frequency.
Given that drawback, we can at least say: if we aren't interested in stupendously high frequencies, then we can use a finite limit, rather than infinity.
A pole or zero at infinity is usually an analytical convenience; some analysis methods require equal numbers of poles and zeroes to factorize the expression. A finite number of poles or zeroes at infinity has no effect on the expression (IIRC; I haven't thought about this in a while).
Tim