The filled skutterudites such as PrFe4P12 has a cubic structure, and have a rich variety since Pr can be replaced by other rare-earth and some actinides, Fe can be replaced by Ru and Os, and P can be replaced by As and Sb. The observed physical phenomena include the Kondo effect (PrFe4P12), heavy electron superconductivity (PrOs4Sb12), metal-insulator transition (PrRu4P12) etc. The magnetic susceptibility in PrFe4P12 shows a large peak at the phase transition, which suggests a Neel order at lower temperature. However, no magnetic structure was found. Then a quadrupole order was suspected. However, the magnetic property retains the cubic symmetry in the ordered phase. We discuss our theoretical effort toward understanding this fascinating class of compounds in a coherent way. The key concept is hybridization of 4f electrons with the conduction band, which is amazingly simple in spite of the complicated crystal structure. The mysterious order in PrFe4P12 is identified as a staggered order of a scalar in the point group. The scalar actually consists of 4th rank tensors (hexadecapoles) and 6th rank ones (hexacontatetrapoles). Another mysterious order in SmRu4P12 breaks the time reversal, and is likely to be a pseudo-scalar of the third rank (octupole).