Stopping

The Stop method must unblock the Receive method and decommit the filter's allocators. Decommitting an allocator forces any pending GetBuffer calls to return, which unblocks upstream filters that are waiting for samples. The Stop method holds the filter lock and then calls the CBaseFilter::Stop method, which calls CBasePin::Inactive on all of the filter's pins:

HRESULT CMyFilter::Stop()
{
    CAutoLock lock_it(m_pLock);
    // Inactivate all the pins, to protect the filter resources.
    hr = CBaseFilter::Stop();

    /* Safe to destroy filter resources used by the streaming thread. */

    return hr;
}

Override the input pin's Inactive method as follows:

HRESULT CMyInputPin::Inactive()
{
    // You do not need to hold the filter lock here. 
    // It is already locked in Stop.

    // Unblock Receive.
    SetEvent(m_hSomeEventThatReceiveNeedsToWaitOn);

    // Make sure Receive will fail. 
    // This also decommits the allocator.
    HRESULT hr = CBaseInputPin::Inactive();

    // Make sure Receive has completed, and is not using resources.
    {
        CAutoLock c(&m_csReceive);

        /* It is now safe to destroy filter resources used by the
           streaming thread. */
    }
    return hr;
}