The 2008 and newer E-Series might have one. On many vehicles, it's accessed from the glove box. I pulled the manual down from the Ford site. There's a logo in the glossary showing Cabin Air Filter, but I couldn't find reference to it inside. Short on time so I can't search further as I like to...
If God's Your Co-Pilot Move Over, jd
2003 Jayco Escapade 31A on 2002 Ford E450 V10 4R100 218" WB