A machine for making cigarette filters and which includes a forming beam having an internal channel whose transverse cross section changes shape along the main longitudinal direction of the channel. Porous conveyor means carry the tow along a feed path in the channel complying with the shape thereof and thereby being wrapped around the tow. At least one treatment station located along the feed path includes a nozzle for blowing a flow of steam into the channel. The nozzle includes a plurality of planar sectors positioned transversely to the channel and defining an overall planar flow orifice placed directly in communication with a steam feed duct. Each planar sector defines a respective planar flow orifice and at least two flow orifices have different thicknesses.