There is disclosed a lithographic apparatus provided with a spectral purity filter which may be provided in one or more of the following locations: (a) in the illumination system, (b) adjacent the patterning device, either a static location in the radiation beam or fixed for movement with the patterning device, (c) in the projection system, and (d) adjacent the substrate table. The spectral purity filter is preferably a membrane formed of polysilicon, a multilayer material, a carbon nanotube material or graphene. The membrane may be provided with a protective capping layer, and/or a thin metal transparent layer.