It most definitely does not go between the amp and cab! You would be able to make a passive one that did I expect, but I've never seen one.
The only ones I'm aware of are the SFX Thumpinator, FDeck HPF, Broughton HPF, and Tech21 Q-Strip. Also the Mesa D800+ and Quilter Bassblock have variable HPFs (and plenty of other amps have a fixed one but don't advertise it, so you may not need one depending on your amp).
I have a Thumpinator but it's not on the board at the moment. But after watching my cones move like they did the other day, I'm going to stick it in a bypass loop and see how much of a difference it makes!