One of the known issues with SharePoint 2007 is the inability/quirkiness of filtering a view based on the status of a workflow field. While this is a pain, there is an easy workaround. Simply create the filter and tell it to look for the integer representation of the status value you are looking for, like this:

This will create a filter that returns all “Approved” items. The codes are:

12/19/2007 Update: Filled in list of values using the actual values found in the field definition itself.

5/28/2008 Update: Hit by a flash of the blindingly obvious. If you put the status fields on a view, then view that in the Datasheet mode, it shows you the integer values. I don’t know why I hadn’t seen this before ….