In order to immobilise pollutants in storm water—such as heavy metals that are either dissolved or bound to small particles—filter systems featuring various different filter substrates can be constructed to filtrate storm water. Two important parameters for the design and functioning of such a filter system include the load capacity and removal efficiency of the material used in the filter bed. These are essential considerations in the design of the filter itself. A sound knowledge of the operational and maintenance activities of these systems is also necessary for achieving reliable treatment systems. This paper describes an experiment where storm water from a section of highway and surrounding roads has been filtrated through experimental columns filled with specially selected natural filter materials—calcium silicate rock (opoka), zeolite and pine bark. Filtration was performed in a downward direction under unsaturated conditions. The efficiency of copper and zinc removal of a number of combinations of these filter substrates has been analysed. The average reduction of these metals in filtrated storm water was around 63–81%, depending on the combination of metal and filter substrate.