The VIs you are using are re-entrant and that means that each instance you drop on your block diagram keeps track of its own state. So as long as you are using one sub-VI per filter you shouldn't have any problem. This situation is the one you describe in your question.
However if you instead place a single sub-VI inside a For-loop and index multiple signals to that sub-VI (pass an array of signals to your loop) that will NOT work, since there is only one sub-VI to keep track of the multiple states. The good news for that last case is, that the high-level VIs located in the Analyze>>Waveform Conditioning palette are polymorphic and include a multi-channel instance that is designed to filter an array of signals correctly if this is what you need. In this case you don't need the For-loop at all.
